+1,803.3%
SMH vs ACGL
+263.8%
+1,539.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.0% |
| 7D | +5.2% | -2.9% | +8.2% | +6.2% |
| 30D | -1.5% | -2.8% | +1.3% | -0.7% |
| 3M | -4.1% | +6.8% | -10.9% | -7.3% |
| 6M | +50.8% | -1.5% | +52.3% | +49.3% |
| YTD | +59.3% | -0.2% | +59.5% | +56.3% |
| 1Y | +94.1% | +5.3% | +88.8% | +85.6% |
| 3Y | +286.7% | +30.3% | +256.4% | +224.5% |
| 5Y | +339.4% | +151.8% | +187.6% | +162.7% |
| 10Y | +1,803.3% | +266.9% | +1,536.4% | +833.8% |
| All | +1,803.3% | +263.8% | +1,539.5% | +833.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling