+86.8%
SMH vs ACM
-48.9%
+135.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -2.1% |
| 7D | +1.4% | -5.9% | +7.3% | +2.4% |
| 30D | -2.2% | -6.2% | +4.0% | -1.3% |
| 3M | -1.9% | -7.9% | +6.0% | -1.1% |
| 6M | +41.0% | -30.6% | +71.6% | +53.8% |
| YTD | +55.6% | -33.3% | +88.9% | +70.2% |
| 1Y | +86.8% | -49.2% | +136.0% | +119.3% |
| All | +86.8% | -48.9% | +135.7% | +119.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling