-100.0%
SOXS vs LULU
+491.9%
-591.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.2% | -7.7% | -3.6% |
| 7D | -4.7% | -1.6% | -3.1% | -5.8% |
| 30D | +7.7% | -18.1% | +25.9% | -12.4% |
| 3M | -10.2% | -18.8% | +8.6% | -30.5% |
| 6M | -99.2% | -39.2% | -60.0% | -99.5% |
| YTD | -99.5% | -52.4% | -47.1% | -99.8% |
| 1Y | -99.8% | -40.3% | -59.5% | -99.8% |
| 3Y | -100.0% | -75.1% | -24.9% | -100.0% |
| 5Y | -100.0% | -76.7% | -23.3% | -100.0% |
| 10Y | -100.0% | +52.7% | -152.7% | -100.0% |
| All | -100.0% | +491.9% | -591.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 all: compounded portfolio wealth divided by compounded LULU 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…
all analysis · Full analysis span regression · 6 months rolling