+23.5%
LIN vs SGI
-33.8%
+57.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.5% |
| 7D | +0.2% | -10.7% | +10.9% | +1.1% |
| 30D | +6.2% | -3.6% | +9.8% | +6.5% |
| 3M | +9.3% | -5.4% | +14.7% | +9.7% |
| 6M | +4.4% | -7.0% | +11.4% | +5.0% |
| YTD | +23.7% | -31.6% | +55.4% | +25.9% |
| 1Y | +23.5% | -33.5% | +57.0% | +25.8% |
| All | +23.5% | -33.8% | +57.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling