-99.8%
SOXS vs LUMN
+42.5%
-142.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -2.0% | -8.2% | -12.0% |
| 7D | -7.0% | +12.1% | -19.1% | +2.7% |
| 30D | +2.8% | +11.3% | -8.6% | +14.3% |
| 3M | -9.8% | -31.6% | +21.8% | -23.8% |
| 6M | -99.2% | -2.7% | -96.5% | -98.2% |
| YTD | -99.5% | -12.9% | -86.6% | -98.8% |
| 1Y | -99.8% | +36.2% | -136.0% | -99.4% |
| All | -99.8% | +42.5% | -142.3% | -99.4% |
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