+405.9%
LIN vs SFM
+132.6%
+273.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.2% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | -2.4% | -4.4% | +1.9% | -2.1% |
| 3M | -5.6% | +1.5% | -7.1% | -6.0% |
| 6M | -3.4% | +6.5% | -9.9% | -4.6% |
| YTD | +13.1% | +2.2% | +10.9% | +12.1% |
| 1Y | +2.5% | -41.9% | +44.4% | +7.3% |
| 3Y | +27.6% | +106.8% | -79.2% | +14.1% |
| 5Y | +63.0% | +231.6% | -168.5% | +35.6% |
| 10Y | +359.3% | +258.4% | +100.8% | +264.8% |
| All | +405.9% | +132.6% | +273.3% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling