+1,475.7%
SMH vs ACM
+132.6%
+1,343.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -3.3% |
| 7D | +4.9% | +5.6% | -0.7% | +2.1% |
| 30D | -13.8% | +20.8% | -34.6% | -21.6% |
| 3M | -17.4% | +11.4% | -28.8% | -22.4% |
| 6M | -15.0% | +0.9% | -15.9% | -17.3% |
| YTD | +35.2% | -24.8% | +60.0% | +51.2% |
| 1Y | +41.6% | -46.4% | +88.0% | +89.6% |
| 3Y | +215.6% | -9.2% | +224.9% | +214.5% |
| 5Y | +233.2% | +5.0% | +228.2% | +207.7% |
| All | +1,475.7% | +132.6% | +1,343.1% | +867.9% |
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