+2,202.2%
SOXL vs LIN
+420.6%
+1,781.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | +0.8% |
| 7D | +60.3% | +0.2% | +60.1% | +60.0% |
| 30D | -48.6% | +6.2% | -54.8% | -56.2% |
| 3M | -53.9% | +9.3% | -63.2% | -63.7% |
| 6M | -62.0% | +4.4% | -66.4% | -69.0% |
| YTD | +56.0% | +23.7% | +32.3% | -15.8% |
| 1Y | +50.0% | +23.5% | +26.6% | -20.3% |
| 3Y | +223.8% | +35.8% | +188.0% | +45.6% |
| 5Y | +6.7% | +65.9% | -59.2% | -61.0% |
| All | +2,202.2% | +420.6% | +1,781.6% | +54.0% |
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 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