+233.7%
SMH vs LIN
+67.2%
+166.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.4% |
| 7D | +4.9% | +2.1% | +2.8% | +3.6% |
| 30D | -13.8% | +6.8% | -20.6% | -17.6% |
| 3M | -17.4% | +10.4% | -27.7% | -22.9% |
| 6M | -15.0% | +3.2% | -18.1% | -17.8% |
| YTD | +35.2% | +24.6% | +10.6% | +12.7% |
| 1Y | +41.6% | +24.4% | +17.2% | +17.9% |
| 3Y | +215.6% | +36.7% | +178.9% | +139.3% |
| All | +233.7% | +67.2% | +166.5% | +102.4% |
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