+96.2%
SMH vs ACN
-24.8%
+121.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +1.8% |
| 7D | +2.5% | -1.5% | +4.0% | +2.1% |
| 30D | -0.5% | +9.4% | -9.8% | +2.0% |
| 3M | -9.6% | +5.6% | -15.3% | -3.3% |
| 6M | +42.1% | -9.3% | +51.3% | +52.8% |
| YTD | +57.4% | -29.0% | +86.4% | +76.1% |
| 1Y | +96.2% | -24.7% | +120.9% | +118.0% |
| All | +96.2% | -24.8% | +121.0% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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