-14.3%
SMH vs LIN
+6.1%
-20.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.7% | -10.5% | -11.4% |
| 7D | -20.3% | +3.6% | -23.9% | -19.2% |
| 30D | -29.2% | +6.4% | -35.6% | -27.9% |
| 3M | -21.4% | +6.5% | -27.9% | -20.0% |
| 6M | -14.3% | +4.9% | -19.2% | -14.8% |
| All | -14.3% | +6.1% | -20.4% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling