+240.5%
SMH vs LIN
+65.3%
+175.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -6.7% | +2.0% | -8.7% | -7.9% |
| 30D | -19.8% | +7.9% | -27.7% | -23.9% |
| 3M | -15.1% | +6.3% | -21.4% | -18.8% |
| 6M | -14.6% | +6.5% | -21.1% | -19.4% |
| YTD | +34.3% | +23.6% | +10.7% | +12.5% |
| 1Y | +35.2% | +25.7% | +9.5% | +11.5% |
| 3Y | +211.7% | +35.6% | +176.1% | +137.7% |
| 5Y | +240.5% | +65.9% | +174.6% | +109.6% |
| All | +240.5% | +65.3% | +175.1% | +109.6% |
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