+37.5%
LIN vs SN
+659.6%
-622.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.4% |
| 7D | +0.2% | +7.2% | -7.0% | -0.4% |
| 30D | +6.5% | +20.4% | -13.9% | +4.7% |
| 3M | +5.5% | +23.9% | -18.4% | +3.4% |
| 6M | +3.3% | +93.0% | -89.7% | -2.6% |
| YTD | +22.0% | +99.2% | -77.2% | +14.4% |
| 1Y | +25.7% | +142.6% | -116.9% | +15.5% |
| 3Y | +36.2% | +398.8% | -362.6% | +18.0% |
| All | +37.5% | +659.6% | -622.1% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling