+226.8%
SMH vs LIN
+37.1%
+189.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.7% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -19.2% | +7.6% | -26.8% | -21.5% |
| 3M | -16.4% | +6.5% | -22.9% | -18.5% |
| 6M | -14.0% | +6.2% | -20.2% | -16.8% |
| YTD | +35.3% | +23.2% | +12.1% | +19.6% |
| 1Y | +40.4% | +25.4% | +15.0% | +22.7% |
| 3Y | +226.8% | +38.3% | +188.6% | +175.1% |
| All | +226.8% | +37.1% | +189.7% | +175.1% |
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