+202.7%
SMH vs LIN
+38.0%
+164.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.7% | -10.5% | -11.0% |
| 7D | -20.3% | +3.6% | -23.9% | -21.3% |
| 30D | -29.2% | +6.4% | -35.6% | -30.9% |
| 3M | -21.4% | +6.5% | -27.9% | -23.4% |
| 6M | -14.3% | +4.9% | -19.2% | -16.6% |
| YTD | +24.3% | +23.4% | +0.9% | +9.8% |
| 1Y | +24.9% | +26.3% | -1.4% | +8.7% |
| All | +202.7% | +38.0% | +164.7% | +156.9% |
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