+699.1%
SMH vs ACI
+21.2%
+677.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.8% | +1.5% |
| 7D | +0.3% | -3.7% | +4.0% | +0.3% |
| 30D | -2.8% | +0.6% | -3.4% | -2.8% |
| 3M | -6.7% | -20.3% | +13.6% | -6.5% |
| 6M | +41.8% | -24.7% | +66.4% | +42.1% |
| YTD | +57.9% | -27.2% | +85.1% | +58.3% |
| 1Y | +87.6% | -32.7% | +120.4% | +88.9% |
| 3Y | +282.9% | -43.9% | +326.8% | +289.2% |
| 5Y | +330.4% | -38.9% | +369.3% | +331.6% |
| All | +699.1% | +21.2% | +677.9% | +644.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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