+1,475.7%
SMH vs ACWI
+224.5%
+1,251.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.5% |
| 7D | +4.9% | +2.4% | +2.5% | +1.1% |
| 30D | -13.8% | -1.7% | -12.1% | -10.8% |
| 3M | -17.4% | -3.9% | -13.5% | -11.1% |
| 6M | -15.0% | +0.8% | -15.8% | -13.9% |
| YTD | +35.2% | +11.0% | +24.1% | +18.6% |
| 1Y | +41.6% | +13.1% | +28.5% | +21.1% |
| 3Y | +215.6% | +73.9% | +141.7% | +47.8% |
| 5Y | +233.2% | +59.0% | +174.2% | +84.0% |
| All | +1,475.7% | +224.5% | +1,251.2% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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