+433.2%
SNXX vs LIN
+3.9%
+429.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | -0.5% |
| 7D | +26.7% | -3.5% | +30.2% | +25.5% |
| 30D | +90.7% | -4.1% | +94.8% | +89.6% |
| 3M | -30.9% | -6.4% | -24.5% | -30.8% |
| 6M | +409.9% | -2.4% | +412.4% | +429.8% |
| All | +433.2% | +3.9% | +429.3% | +584.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling