+30.0%
LIN vs SGI
+54.7%
-24.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.1% | +8.5% | -10.7% | -3.2% |
| 30D | -2.4% | +0.7% | -3.1% | -2.6% |
| 3M | -5.6% | +0.6% | -6.2% | -5.9% |
| 6M | -3.4% | -17.9% | +14.6% | -1.1% |
| YTD | +13.1% | -21.2% | +34.3% | +16.2% |
| 1Y | +2.5% | -18.9% | +21.3% | +4.5% |
| All | +30.0% | +54.7% | -24.6% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling