+213.6%
SMH vs LIN
+36.4%
+177.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.8% | +4.0% |
| 7D | -11.2% | +0.2% | -11.4% | -11.3% |
| 30D | -25.8% | +6.5% | -32.2% | -27.6% |
| 3M | -18.8% | +5.5% | -24.3% | -20.6% |
| 6M | -15.6% | +3.3% | -18.9% | -17.4% |
| YTD | +28.8% | +22.0% | +6.8% | +14.2% |
| 1Y | +32.6% | +25.7% | +6.8% | +15.3% |
| 3Y | +213.6% | +36.2% | +177.4% | +167.2% |
| All | +213.6% | +36.4% | +177.2% | +167.2% |
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 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