+190.4%
SOXX vs LIN
+38.0%
+152.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.1% | +5.7% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | -14.4% | +8.0% | -22.5% | -17.1% |
| 3M | -12.7% | +7.7% | -20.4% | -15.4% |
| 6M | -12.4% | +5.1% | -17.5% | -14.9% |
| YTD | +55.1% | +24.7% | +30.4% | +35.0% |
| 1Y | +58.5% | +25.1% | +33.4% | +37.7% |
| All | +190.4% | +38.0% | +152.3% | +152.8% |
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