+448.0%
SNXX vs LIN
+3.6%
+444.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.7% |
| 7D | +27.3% | -4.0% | +31.3% | +26.0% |
| 30D | +89.3% | -4.9% | +94.2% | +88.1% |
| 3M | -29.6% | -9.2% | -20.4% | -30.2% |
| 6M | +324.4% | -2.6% | +327.0% | +340.6% |
| All | +448.0% | +3.6% | +444.4% | +602.2% |
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