+361.3%
LIN vs SMTC
+428.4%
-67.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -2.1% |
| 7D | -2.1% | +12.7% | -14.9% | -3.7% |
| 30D | -2.4% | +22.0% | -24.4% | -5.6% |
| 3M | -5.6% | -12.7% | +7.1% | -5.6% |
| 6M | -3.4% | +64.8% | -68.2% | -13.0% |
| YTD | +13.1% | +100.7% | -87.6% | -1.5% |
| 1Y | +2.5% | +146.9% | -144.4% | -14.5% |
| 3Y | +27.6% | +456.8% | -429.2% | -19.2% |
| 5Y | +63.0% | +89.2% | -26.2% | +30.9% |
| All | +361.3% | +428.4% | -67.1% | +167.4% |
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