+1,789.8%
SMH vs ACM
+131.7%
+1,658.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -1.6% |
| 7D | +1.4% | -5.9% | +7.3% | +4.3% |
| 30D | -2.2% | -6.2% | +4.0% | 0.0% |
| 3M | -1.9% | -7.9% | +6.0% | +0.2% |
| 6M | +41.0% | -30.6% | +71.6% | +65.1% |
| YTD | +55.6% | -33.3% | +88.9% | +83.9% |
| 1Y | +86.8% | -49.2% | +136.0% | +152.7% |
| 3Y | +277.7% | -23.5% | +301.1% | +310.7% |
| 5Y | +324.2% | +0.9% | +323.2% | +304.4% |
| All | +1,789.8% | +131.7% | +1,658.1% | +1,199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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