+215.6%
SMH vs ACN
-16.0%
+231.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +4.9% | -3.8% | +8.8% | +4.8% |
| 30D | -13.8% | +16.5% | -30.3% | -13.8% |
| 3M | -17.4% | +41.5% | -58.8% | -17.6% |
| 6M | -15.0% | +60.1% | -75.0% | -15.6% |
| YTD | +35.2% | -3.9% | +39.1% | +55.5% |
| 1Y | +41.6% | +4.1% | +37.5% | +57.2% |
| 3Y | +215.6% | -15.9% | +231.5% | +248.8% |
| All | +215.6% | -16.0% | +231.6% | +248.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling