-99.9%
SOXS vs LIN
+64.4%
-164.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.1% | -11.5% | -14.9% |
| 7D | +36.2% | +0.2% | +36.0% | +35.5% |
| 30D | +131.5% | +6.5% | +125.0% | +155.3% |
| 3M | +60.5% | +5.5% | +55.0% | +70.5% |
| 6M | -25.9% | +3.3% | -29.2% | -25.8% |
| YTD | -88.3% | +22.0% | -110.3% | -82.9% |
| 1Y | -89.6% | +25.7% | -115.4% | -84.0% |
| 3Y | -99.6% | +36.2% | -135.9% | -99.1% |
| All | -99.9% | +64.4% | -164.3% | -99.2% |
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 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