+44.9%
SMH vs LIN
+25.4%
+19.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +5.0% |
| 7D | +0.5% | +0.3% | +0.2% | +0.6% |
| 30D | -14.2% | +8.0% | -22.3% | -13.0% |
| 3M | -11.5% | +7.7% | -19.2% | -10.3% |
| 6M | -12.0% | +5.1% | -17.1% | -11.2% |
| YTD | +40.8% | +24.7% | +16.1% | +46.5% |
| 1Y | +44.9% | +25.1% | +19.8% | +58.2% |
| All | +44.9% | +25.4% | +19.5% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 1y: compounded portfolio wealth divided by compounded LIN 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…
1y analysis · Full analysis span regression · 6 months rolling