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  • LIN vs SFM✓SelectedUSD · SFMLIN vs SFM performance historyLatest closeAs of+0.99%11/09
Stock and ETF performance explorer

LIN vs SFM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+417.3%
SFM return
+146.8%
Excess return
+270.5%
Maximum drawdown
-32.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSFMExcessAlpha
1D+1.0%+1.0%0.0%+0.9%
7D+0.1%-10.2%+10.3%+1.1%
30D+7.6%-23.9%+31.5%+10.0%
3M+6.5%-42.3%+48.8%+11.8%
6M+6.2%-40.1%+46.3%+10.7%
YTD+23.2%-37.8%+61.0%+27.5%
1Y+25.4%-37.1%+62.5%+29.6%
3Y+38.3%+21.5%+16.7%+29.4%
5Y+64.4%+103.8%-39.4%+41.7%
10Y+417.3%+142.0%+275.3%+329.8%
All+417.3%+146.8%+270.5%+329.8%

Cumulative growth

Daily Returns

Daily percentage return beside SFM.

Daily Out/Under-Performance

Portfolio return minus SFM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…

10y analysis · Full analysis span regression · 6 months rolling