+114.6%
SOXX vs LIN
0.0%
+114.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.6% |
| 7D | +6.1% | -4.0% | +10.0% | +5.4% |
| 30D | +0.5% | -4.9% | +5.4% | -0.1% |
| 3M | -5.3% | -9.2% | +3.9% | -6.5% |
| 6M | +58.3% | -2.6% | +60.9% | +57.4% |
| YTD | +76.8% | +10.5% | +66.3% | +81.7% |
| 1Y | +114.6% | -0.1% | +114.7% | +120.2% |
| All | +114.6% | 0.0% | +114.6% | +120.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling