+215.6%
SMH vs LIN
+37.9%
+177.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | +4.9% | +2.1% | +2.8% | +4.2% |
| 30D | -13.8% | +6.8% | -20.6% | -15.9% |
| 3M | -17.4% | +10.4% | -27.7% | -20.5% |
| 6M | -15.0% | +3.2% | -18.1% | -16.4% |
| YTD | +35.2% | +24.6% | +10.6% | +19.2% |
| 1Y | +41.6% | +24.4% | +17.2% | +25.1% |
| 3Y | +215.6% | +36.7% | +178.9% | +177.9% |
| All | +215.6% | +37.9% | +177.7% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling