+87.6%
SMH vs ACI
-32.3%
+120.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.8% | +2.3% |
| 7D | +0.3% | -3.7% | +4.0% | -0.7% |
| 30D | -2.8% | +0.6% | -3.4% | -2.6% |
| 3M | -6.7% | -20.3% | +13.6% | -10.6% |
| 6M | +41.8% | -24.7% | +66.4% | +33.9% |
| YTD | +57.9% | -27.2% | +85.1% | +48.4% |
| 1Y | +87.6% | -32.7% | +120.4% | +72.5% |
| All | +87.6% | -32.3% | +120.0% | +72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling