-91.6%
SOXS vs LUV
+57.3%
-149.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +6.8% | +1.9% | +15.0% |
| 7D | +46.7% | +6.8% | +39.9% | +55.0% |
| 30D | +97.0% | +10.9% | +86.0% | +116.1% |
| 3M | +39.5% | -4.2% | +43.8% | +35.1% |
| 6M | -54.9% | +22.1% | -77.1% | -41.6% |
| YTD | -90.4% | +13.8% | -104.2% | -87.1% |
| 1Y | -91.6% | +59.2% | -150.9% | -80.4% |
| All | -91.6% | +57.3% | -149.0% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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