+1,817.6%
SMH vs ACN
+97.5%
+1,720.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | -0.2% |
| 7D | +0.3% | -1.5% | +1.8% | +0.9% |
| 30D | -2.8% | +2.1% | -4.9% | -4.4% |
| 3M | -6.7% | +11.1% | -17.8% | -15.5% |
| 6M | +41.8% | -6.8% | +48.6% | +39.6% |
| YTD | +57.9% | -30.0% | +87.9% | +84.2% |
| 1Y | +87.6% | -23.1% | +110.8% | +102.6% |
| 3Y | +282.9% | -40.4% | +323.3% | +375.6% |
| 5Y | +330.4% | -41.6% | +372.0% | +437.1% |
| All | +1,817.6% | +97.5% | +1,720.1% | +994.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling