+422.4%
LIN vs SMTC
+337.3%
+85.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | +2.0% | -10.9% | +12.9% | +2.8% |
| 30D | +7.9% | -39.4% | +47.3% | +13.4% |
| 3M | +6.3% | -13.5% | +19.8% | +5.7% |
| 6M | +6.5% | -6.8% | +13.3% | +2.8% |
| YTD | +23.6% | +54.0% | -30.4% | +9.4% |
| 1Y | +25.7% | +50.8% | -25.1% | +11.2% |
| 3Y | +35.6% | +677.3% | -641.7% | -23.3% |
| 5Y | +65.9% | +28.7% | +37.1% | +40.2% |
| All | +422.4% | +337.3% | +85.1% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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