+1,540.5%
SOXL vs LIN
+424.3%
+1,116.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -1.1% | +13.6% | +14.8% |
| 7D | -40.3% | +0.2% | -40.5% | -41.1% |
| 30D | -71.1% | +6.5% | -77.5% | -75.6% |
| 3M | -65.2% | +5.5% | -70.7% | -70.9% |
| 6M | -72.3% | +3.3% | -75.6% | -77.0% |
| YTD | +9.4% | +22.0% | -12.6% | -39.4% |
| 1Y | +7.0% | +25.7% | -18.8% | -46.0% |
| 3Y | +156.4% | +36.2% | +120.1% | +14.3% |
| 5Y | -22.2% | +66.1% | -88.2% | -71.6% |
| All | +1,540.5% | +424.3% | +1,116.2% | +32.2% |
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