+43.4%
SMH vs ACN
+10.1%
+33.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.6% | -1.7% |
| 7D | -11.2% | +8.6% | -19.7% | -9.0% |
| 30D | -20.4% | +36.6% | -57.0% | -13.4% |
| 3M | -12.4% | +56.3% | -68.7% | -0.6% |
| 6M | -0.5% | +49.7% | -50.2% | +18.2% |
| YTD | +40.0% | +1.3% | +38.7% | +72.1% |
| 1Y | +43.4% | +11.9% | +31.5% | +73.9% |
| All | +43.4% | +10.1% | +33.3% | +73.9% |
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