-99.9%
SOXS vs LIN
+67.2%
-167.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.7% | +10.4% | +12.4% |
| 7D | -28.4% | +2.1% | -30.5% | -24.9% |
| 30D | +19.4% | +6.8% | +12.7% | +33.5% |
| 3M | +28.2% | +10.4% | +17.8% | +51.2% |
| 6M | -37.7% | +3.2% | -40.9% | -38.2% |
| YTD | -91.6% | +24.6% | -116.2% | -87.2% |
| 1Y | -93.1% | +24.4% | -117.5% | -89.6% |
| 3Y | -99.7% | +36.7% | -136.5% | -99.3% |
| All | -99.9% | +67.2% | -167.1% | -99.4% |
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