+1,537.1%
SOXX vs ACM
+134.0%
+1,403.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.4% |
| 7D | +1.4% | -4.6% | +6.0% | +3.7% |
| 30D | -3.6% | +4.1% | -7.7% | -6.0% |
| 3M | -10.2% | -8.3% | -1.9% | -8.1% |
| 6M | +54.2% | -30.1% | +84.3% | +81.1% |
| YTD | +75.2% | -32.6% | +107.8% | +107.6% |
| 1Y | +107.5% | -49.6% | +157.1% | +186.0% |
| 3Y | +226.8% | -23.0% | +249.8% | +256.9% |
| 5Y | +251.2% | +2.0% | +249.3% | +234.2% |
| All | +1,537.1% | +134.0% | +1,403.1% | +1,004.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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