+2.5%
LIN vs SN
+46.4%
-43.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.9% |
| 7D | -2.1% | -9.3% | +7.2% | -1.7% |
| 30D | -2.4% | -4.8% | +2.4% | -2.2% |
| 3M | -5.6% | +40.4% | -46.0% | -6.8% |
| 6M | -3.4% | +50.9% | -54.3% | -4.2% |
| YTD | +13.1% | +54.9% | -41.8% | +11.9% |
| 1Y | +2.5% | +43.0% | -40.6% | +3.5% |
| All | +2.5% | +46.4% | -43.9% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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