+338.0%
SMH vs ACI
-43.7%
+381.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.1% |
| 7D | +4.3% | -5.0% | +9.4% | +4.3% |
| 30D | +0.9% | -2.3% | +3.2% | +0.8% |
| 3M | -2.8% | -23.2% | +20.4% | -2.6% |
| 6M | +45.6% | -29.5% | +75.1% | +46.2% |
| YTD | +59.5% | -28.6% | +88.1% | +59.8% |
| 1Y | +93.4% | -34.0% | +127.5% | +95.0% |
| 3Y | +287.1% | -45.0% | +332.1% | +296.0% |
| 5Y | +338.0% | -44.0% | +382.1% | +331.3% |
| All | +338.0% | -43.7% | +381.7% | +331.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling