+2,429.0%
SMH vs ACN
+2,341.7%
+87.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +4.9% | -3.8% | +8.8% | +6.6% |
| 30D | -13.8% | +16.5% | -30.3% | -20.8% |
| 3M | -17.4% | +41.5% | -58.8% | -32.2% |
| 6M | -15.0% | +60.1% | -75.0% | -37.7% |
| YTD | +35.2% | -3.9% | +39.1% | +25.5% |
| 1Y | +41.6% | +4.1% | +37.5% | +25.5% |
| 3Y | +215.6% | -15.9% | +231.5% | +205.8% |
| 5Y | +233.2% | -26.3% | +259.6% | +247.8% |
| 10Y | +1,458.7% | +148.2% | +1,310.4% | +790.5% |
| All | +2,429.0% | +2,341.7% | +87.4% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling