+328.5%
SMH vs LIN
+61.6%
+267.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.2% |
| 7D | +2.5% | -2.1% | +4.6% | +4.0% |
| 30D | -0.5% | -2.4% | +2.0% | +0.9% |
| 3M | -9.6% | -5.6% | -4.1% | -7.1% |
| 6M | +42.1% | -3.4% | +45.5% | +43.1% |
| YTD | +57.4% | +13.1% | +44.3% | +40.2% |
| 1Y | +96.2% | +2.5% | +93.8% | +87.7% |
| 3Y | +267.9% | +27.6% | +240.3% | +190.5% |
| All | +328.5% | +61.6% | +267.0% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling