+215.6%
SMH vs ACGL
+33.8%
+181.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -2.9% |
| 7D | +4.9% | +2.2% | +2.7% | +5.4% |
| 30D | -13.8% | +12.3% | -26.1% | -11.6% |
| 3M | -17.4% | +11.8% | -29.2% | -15.2% |
| 6M | -15.0% | +17.5% | -32.4% | -12.0% |
| YTD | +35.2% | +14.3% | +20.9% | +39.6% |
| 1Y | +41.6% | +18.2% | +23.4% | +46.1% |
| 3Y | +215.6% | +33.2% | +182.5% | +233.4% |
| All | +215.6% | +33.8% | +181.8% | +233.4% |
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