+2,846.1%
SMH vs ACN
+1,705.6%
+1,140.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +4.2% |
| 7D | +2.5% | -1.5% | +4.0% | +3.2% |
| 30D | -0.5% | +9.4% | -9.8% | -5.1% |
| 3M | -9.6% | +5.6% | -15.3% | -15.9% |
| 6M | +42.1% | -9.3% | +51.3% | +39.9% |
| YTD | +57.4% | -29.0% | +86.4% | +73.6% |
| 1Y | +96.2% | -24.7% | +120.9% | +108.1% |
| 3Y | +267.9% | -39.8% | +307.8% | +330.7% |
| 5Y | +327.7% | -40.9% | +368.6% | +408.5% |
| 10Y | +1,764.6% | +91.1% | +1,673.5% | +1,139.6% |
| All | +2,846.1% | +1,705.6% | +1,140.5% | +453.2% |
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