+1,507.2%
SOXX vs LIN
+369.2%
+1,137.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.7% | -2.0% |
| 7D | +3.0% | -4.3% | +7.3% | +6.2% |
| 30D | -3.1% | -5.6% | +2.4% | +0.6% |
| 3M | -4.4% | -9.0% | +4.6% | +1.2% |
| 6M | +52.9% | -2.5% | +55.4% | +52.9% |
| YTD | +72.0% | +9.3% | +62.7% | +57.2% |
| 1Y | +105.1% | -1.0% | +106.1% | +100.8% |
| 3Y | +220.6% | +24.0% | +196.6% | +162.7% |
| 5Y | +244.8% | +59.1% | +185.7% | +132.9% |
| All | +1,507.2% | +369.2% | +1,137.9% | +451.9% |
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