+1,063.2%
SMH vs ACGL
+6,610.3%
-5,547.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.8% |
| 7D | -4.1% | -1.1% | -3.0% | -3.8% |
| 30D | -19.2% | +13.1% | -32.3% | -22.9% |
| 3M | -16.4% | +9.8% | -26.1% | -19.6% |
| 6M | -14.0% | +15.3% | -29.2% | -19.6% |
| YTD | +35.3% | +12.7% | +22.6% | +26.7% |
| 1Y | +40.4% | +20.7% | +19.7% | +28.0% |
| 3Y | +226.8% | +34.3% | +192.6% | +177.3% |
| 5Y | +232.3% | +170.6% | +61.7% | +109.5% |
| 10Y | +1,469.9% | +330.6% | +1,139.4% | +696.9% |
| All | +1,063.2% | +6,610.3% | -5,547.1% | +228.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling