-91.5%
SOXS vs LUMN
-60.4%
-31.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +8.3% | -30.5% | -14.5% |
| 7D | -5.1% | -10.6% | +5.5% | -8.7% |
| 30D | +60.4% | -18.2% | +78.5% | +45.3% |
| 3M | +32.7% | -30.8% | +63.5% | +5.9% |
| 6M | -36.2% | -49.1% | +12.9% | -54.6% |
| YTD | -90.9% | -44.4% | -46.5% | -92.0% |
| All | -91.5% | -60.4% | -31.2% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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