+166.7%
SOXX vs LIN
+67.2%
+99.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.1% |
| 7D | +9.4% | +2.1% | +7.3% | +7.9% |
| 30D | -13.8% | +6.8% | -20.5% | -17.7% |
| 3M | -18.6% | +10.4% | -29.0% | -24.3% |
| 6M | -15.1% | +3.2% | -18.3% | -18.1% |
| YTD | +49.0% | +24.6% | +24.4% | +23.2% |
| 1Y | +55.3% | +24.4% | +30.9% | +28.3% |
| 3Y | +179.0% | +36.7% | +142.2% | +110.0% |
| All | +166.7% | +67.2% | +99.6% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling