+213.6%
SMH vs ACGL
+31.5%
+182.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +3.0% |
| 7D | -11.2% | +0.9% | -12.1% | -11.0% |
| 30D | -25.8% | +13.7% | -39.5% | -23.7% |
| 3M | -18.8% | +8.0% | -26.9% | -17.2% |
| 6M | -15.6% | +13.3% | -28.9% | -13.2% |
| YTD | +28.8% | +11.8% | +17.0% | +32.4% |
| 1Y | +32.6% | +22.2% | +10.3% | +35.7% |
| 3Y | +213.6% | +32.5% | +181.1% | +229.7% |
| All | +213.6% | +31.5% | +182.1% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling