-99.7%
SOXS vs LIN
+37.0%
-136.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | 0.0% |
| 7D | -43.7% | +0.2% | -44.0% | -43.3% |
| 30D | +22.2% | +6.2% | +16.0% | +29.7% |
| 3M | +13.0% | +9.3% | +3.6% | +23.7% |
| 6M | -47.7% | +4.4% | -52.0% | -46.6% |
| YTD | -92.5% | +23.7% | -116.2% | -89.5% |
| 1Y | -93.1% | +23.5% | -116.6% | -90.6% |
| All | -99.7% | +37.0% | -136.7% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling