+3,677.2%
SMH vs VYM
+488.1%
+3,189.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.7% |
| 7D | +0.3% | -0.8% | +1.1% | +1.2% |
| 30D | -2.8% | -2.2% | -0.5% | -0.3% |
| 3M | -6.7% | +3.1% | -9.8% | -9.9% |
| 6M | +41.8% | +9.7% | +32.1% | +28.3% |
| YTD | +57.9% | +14.9% | +43.0% | +35.8% |
| 1Y | +87.6% | +17.6% | +70.1% | +57.6% |
| 3Y | +282.9% | +65.3% | +217.6% | +124.1% |
| 5Y | +330.4% | +78.7% | +251.7% | +137.1% |
| 10Y | +1,857.0% | +208.2% | +1,648.8% | +519.3% |
| All | +3,677.2% | +488.1% | +3,189.1% | +529.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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