+3,730.5%
SMH vs VWO
+317.6%
+3,412.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.3% |
| 7D | +1.4% | -1.7% | +3.1% | +2.8% |
| 30D | -2.2% | -0.3% | -1.9% | -1.9% |
| 3M | -1.9% | +4.0% | -5.8% | -3.9% |
| 6M | +41.0% | +8.1% | +32.9% | +34.9% |
| YTD | +55.6% | +11.6% | +43.9% | +45.7% |
| 1Y | +86.8% | +16.2% | +70.6% | +70.4% |
| 3Y | +277.7% | +63.3% | +214.4% | +173.4% |
| 5Y | +324.2% | +33.4% | +290.8% | +260.6% |
| 10Y | +1,828.6% | +113.3% | +1,715.3% | +1,146.2% |
| All | +3,730.5% | +317.6% | +3,412.8% | +1,395.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling