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Funds (13F)

Samlyn Capital, LLC

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.2%
S&P 500 +14.1%
Last 12 months
−4.5%
S&P 500 +12.1%
Sharpe ratio
0.63
S&P 500 0.78
Biggest drop
−40.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$51.6k
Samlyn Capital, LLCS&P 500 $10,000 in Samlyn Capital, LLC from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Samlyn Capital, LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Samlyn Capital, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.2%+14.1%
Total return+416%+470%
Last 12 months−4.5%+12.1%
Last 3 months−11.2%—
Last month−5.7%—
This year so far−7.4%—
Volatility a year19.5%16.0%
Sharpe ratio0.630.78
Biggest drop−40.3%−31.8%
Beta to the S&P 5001.121.00
Alpha a year (t-statistic)−1.6% (−0.75)—
Share of weeks up59%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
LPLA12.3%——
PRMB7.3%——
FSLR4.5%——
TSM3.8%——
BLK3.7%——
FWONK3.6%——
JPM3.0%——
MS2.8%——
VSEC2.7%——
BAC2.6%——
MSGS2.5%——
WSC2.4%——
BWA2.3%——
MKSI2.3%——
COF2.2%——
CRS2.0%——
AMZN1.8%——
GH1.5%——
BRSL1.5%——
META1.4%——
INSM1.4%——
MRK1.3%——
AMAT1.2%——
TTMI1.2%——
CNM1.1%——
AXSM1.1%——
SPCX1.1%——
RBA1.0%——
WDC1.0%——
ASML1.0%——
STEP0.9%——
MELI0.9%——
IP0.9%——
RCUS0.9%——
ELVN0.8%——
HOOD0.8%——
MTRN0.8%——
LLY0.8%——
MTZ0.8%——
ERAS0.8%——
GTX0.7%——
UNH0.7%——
CIFR0.7%——
DYN0.7%——
MSI0.7%——
SYRE0.7%——
ARES0.6%——
LYB0.6%——
DPC0.6%——
INTR0.6%——
NEO0.6%——
VINP0.5%——
CBRE0.5%——
CBRS0.5%——
RVMD0.5%——
STM0.5%——
TNGX0.4%——
BLDR0.4%——
PCT0.4%——
BRKR0.4%——
LFUS0.4%——
ITGR0.3%——
TXG0.3%——
DNTH0.3%——
MOH0.3%——
PICS0.3%——
MU0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+13.2%+14.1%0.630.78−40.3%1.12−1.6% (−0.75)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.5%+13.9%0.430.66−40.3%1.13−3.8% (−1.27)
Last three years3 Nov 2023 to 2 Nov 2026+15.6%+21.8%0.671.16−21.2%1.08−6.0% (−1.28)
Last year7 Nov 2025 to 2 Nov 2026−2.4%+14.2%−0.330.84−16.1%1.06−15.6% (−1.72)
DateCompanyAction
21 Aug 2026UNHBought
21 Aug 2026TXGBought
21 Aug 2026TNGXBought
21 Aug 2026STMBought
21 Aug 2026SPCXBought
21 Aug 2026MUBought
21 Aug 2026MTRNBought
21 Aug 2026MSIBought
21 Aug 2026MOHBought
21 Aug 2026LFUSBought
21 Aug 2026HOODBought
21 Aug 2026GTXBought
21 Aug 2026ERASBought
21 Aug 2026ELVNBought
21 Aug 2026DPCBought
21 Aug 2026CIFRBought
21 Aug 2026CBRSBought
21 Aug 2026BWABought
21 Aug 2026AXSMBought
21 Aug 2026ARESBought
21 Aug 2026AMATBought
22 May 2026WDCBought
22 May 2026TTMIBought
22 May 2026SYREBought
22 May 2026STEPBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026VTMXSold
21 Aug 2026SPXCSold
21 Aug 2026SPOTSold
21 Aug 2026PAXSold
21 Aug 2026NVDASold
21 Aug 2026MSFTSold
21 Aug 2026MEOHSold
21 Aug 2026LYVSold
21 Aug 2026KRMNSold
21 Aug 2026JBTMSold
21 Aug 2026ILMNSold
21 Aug 2026DOWSold
21 Aug 2026CVSSold
21 Aug 2026CVCOSold
21 Aug 2026COHRSold
21 Aug 2026CCJSold
21 Aug 2026AMRZSold
21 Aug 2026AGBKSold
22 May 2026XYZSold
22 May 2026TELSold
22 May 2026SPHRSold
22 May 2026SKYSold
22 May 2026REZISold
22 May 2026PENSold
22 May 2026OLMASold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest