+216.7%
SMH vs LIN
+64.4%
+152.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.8% | +4.3% |
| 7D | -11.2% | +0.2% | -11.4% | -11.4% |
| 30D | -25.8% | +6.5% | -32.2% | -29.0% |
| 3M | -18.8% | +5.5% | -24.3% | -22.1% |
| 6M | -15.6% | +3.3% | -18.9% | -18.7% |
| YTD | +28.8% | +22.0% | +6.8% | +8.7% |
| 1Y | +32.6% | +25.7% | +6.8% | +9.0% |
| 3Y | +213.6% | +36.2% | +177.4% | +137.4% |
| All | +216.7% | +64.4% | +152.3% | +97.1% |
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 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