+968.5%
SMH vs LIN
+3,972.7%
-3,004.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.7% | -10.5% | -10.8% |
| 7D | -20.3% | +3.6% | -23.9% | -22.1% |
| 30D | -29.2% | +6.4% | -35.6% | -32.1% |
| 3M | -21.4% | +6.5% | -27.9% | -24.8% |
| 6M | -14.3% | +4.9% | -19.2% | -17.9% |
| YTD | +24.3% | +23.4% | +0.9% | +7.2% |
| 1Y | +24.9% | +26.3% | -1.4% | +5.8% |
| 3Y | +203.5% | +38.0% | +165.6% | +142.0% |
| 5Y | +211.2% | +68.0% | +143.2% | +120.0% |
| 10Y | +1,376.1% | +437.1% | +939.0% | +419.9% |
| All | +968.5% | +3,972.7% | -3,004.1% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling