-100.0%
SOXS vs LUNR
+48.7%
-148.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.7% | -5.7% |
| 7D | -4.7% | -3.1% | -1.6% | -4.9% |
| 30D | +7.7% | -15.3% | +23.1% | +6.9% |
| 3M | -10.2% | -53.2% | +43.0% | -12.4% |
| 6M | -99.2% | -22.2% | -77.0% | -99.2% |
| YTD | -99.5% | -11.6% | -87.9% | -99.5% |
| 1Y | -99.8% | +68.4% | -168.2% | -99.8% |
| 3Y | -100.0% | +216.8% | -316.8% | -100.0% |
| All | -100.0% | +48.7% | -148.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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