-99.8%
SOXS vs LUMN
+11.9%
-111.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -3.8% |
| 7D | -4.7% | +2.5% | -7.3% | -2.5% |
| 30D | +7.7% | +10.3% | -2.6% | +19.5% |
| 3M | -10.2% | -18.3% | +8.1% | -15.9% |
| 6M | -99.2% | +4.4% | -103.6% | -98.1% |
| YTD | -99.5% | -10.7% | -88.8% | -98.8% |
| 1Y | -99.8% | +14.0% | -113.7% | -99.2% |
| All | -99.8% | +11.9% | -111.7% | -99.2% |
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