+9.9%
SNXX vs LIN
+16.7%
-6.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.7% | -12.3% | -11.1% |
| 7D | +8.5% | +2.1% | +6.4% | +10.0% |
| 30D | -66.5% | +6.8% | -73.3% | -64.7% |
| 3M | -74.6% | +10.4% | -85.0% | -72.9% |
| 6M | -82.8% | +3.2% | -85.9% | -81.8% |
| All | +9.9% | +16.7% | -6.8% | +50.8% |
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