-100.0%
SOXS vs LIN
+726.4%
-826.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.0% | -9.2% | -12.3% |
| 7D | -7.0% | -2.1% | -4.9% | -11.5% |
| 30D | +2.8% | -2.4% | +5.2% | -4.6% |
| 3M | -9.8% | -5.6% | -4.3% | -24.6% |
| 6M | -99.2% | -3.4% | -95.8% | -99.4% |
| YTD | -99.5% | +13.1% | -112.6% | -99.5% |
| 1Y | -99.8% | +2.5% | -102.2% | -99.8% |
| 3Y | -100.0% | +27.6% | -127.6% | -100.0% |
| 5Y | -100.0% | +63.0% | -163.0% | -100.0% |
| 10Y | -100.0% | +359.3% | -459.3% | -100.0% |
| All | -100.0% | +726.4% | -826.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling