+2,935.9%
SMH vs ACM
+252.7%
+2,683.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -6.7% | +6.6% | -13.3% | -9.1% |
| 30D | -19.8% | +19.8% | -39.6% | -25.7% |
| 3M | -15.1% | -3.1% | -11.9% | -15.0% |
| 6M | -14.6% | -11.5% | -3.1% | -12.0% |
| YTD | +34.3% | -24.7% | +59.0% | +47.0% |
| 1Y | +35.2% | -45.1% | +80.3% | +68.6% |
| 3Y | +211.7% | -8.9% | +220.6% | +213.1% |
| 5Y | +240.5% | +5.4% | +235.1% | +223.3% |
| 10Y | +1,487.3% | +131.1% | +1,356.3% | +947.5% |
| All | +2,935.9% | +252.7% | +2,683.1% | +1,390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling