+227.4%
SOXX vs LIN
+25.9%
+201.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.6% | +2.5% |
| 7D | +5.6% | -3.5% | +9.1% | +7.2% |
| 30D | -2.7% | -4.1% | +1.4% | -1.1% |
| 3M | -7.5% | -6.4% | -1.1% | -5.6% |
| 6M | +63.5% | -2.4% | +65.9% | +62.3% |
| YTD | +75.7% | +10.9% | +64.7% | +60.3% |
| 1Y | +113.3% | 0.0% | +113.3% | +109.8% |
| 3Y | +227.4% | +25.8% | +201.6% | +180.5% |
| All | +227.4% | +25.9% | +201.5% | +180.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling