+1,253.2%
SMH vs ACGL
+5,988.5%
-4,735.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.2% |
| 7D | +2.5% | -0.7% | +3.3% | +2.7% |
| 30D | -0.5% | -1.0% | +0.5% | -0.3% |
| 3M | -9.6% | +11.0% | -20.7% | -13.9% |
| 6M | +42.1% | -0.3% | +42.4% | +40.2% |
| YTD | +57.4% | +2.3% | +55.2% | +53.3% |
| 1Y | +96.2% | +6.4% | +89.8% | +87.4% |
| 3Y | +267.9% | +34.0% | +234.0% | +211.6% |
| 5Y | +327.7% | +161.6% | +166.0% | +172.9% |
| 10Y | +1,764.6% | +278.6% | +1,486.0% | +894.7% |
| All | +1,253.2% | +5,988.5% | -4,735.3% | +296.8% |
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 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