+21.1%
SGOV vs LIN
+184.6%
-163.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | +2.1% | -2.0% | +0.1% |
| 30D | +0.3% | +6.8% | -6.4% | +0.4% |
| 3M | +1.0% | +10.4% | -9.4% | +1.0% |
| 6M | +1.9% | +3.2% | -1.3% | +1.9% |
| YTD | +3.2% | +24.6% | -21.4% | +3.2% |
| 1Y | +3.8% | +24.4% | -20.6% | +3.8% |
| 3Y | +14.1% | +36.7% | -22.6% | +14.1% |
| 5Y | +21.0% | +67.0% | -46.0% | +21.0% |
| All | +21.1% | +184.6% | -163.5% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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