+431.5%
LIN vs SMTC
+333.2%
+98.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.7% | +1.2% |
| 7D | +2.1% | +11.0% | -8.9% | +0.7% |
| 30D | +6.8% | -28.5% | +35.3% | +10.0% |
| 3M | +10.4% | -14.2% | +24.6% | +9.9% |
| 6M | +3.2% | -18.0% | +21.2% | +1.5% |
| YTD | +24.6% | +55.5% | -30.9% | +10.1% |
| 1Y | +24.4% | +69.5% | -45.1% | +8.1% |
| 3Y | +36.7% | +699.7% | -662.9% | -23.1% |
| 5Y | +67.0% | +27.4% | +39.6% | +41.7% |
| All | +431.5% | +333.2% | +98.2% | +224.0% |
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