+286.7%
SMH vs ACM
-19.8%
+306.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -1.5% | -12.9% | +11.4% | +3.8% |
| 3M | -4.1% | -6.4% | +2.3% | -2.7% |
| 6M | +50.8% | -29.2% | +80.0% | +75.5% |
| YTD | +59.3% | -29.9% | +89.3% | +84.0% |
| 1Y | +94.1% | -47.3% | +141.4% | +164.3% |
| 3Y | +286.7% | -19.6% | +306.3% | +295.4% |
| All | +286.7% | -19.8% | +306.5% | +295.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling