-100.0%
SOXS vs LYFT
-82.5%
-17.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.0% | -7.6% | -4.3% |
| 7D | -4.7% | -8.4% | +3.6% | -10.0% |
| 30D | +7.7% | -7.6% | +15.3% | +2.1% |
| 3M | -10.2% | +11.7% | -21.9% | -2.9% |
| 6M | -99.2% | +15.1% | -114.3% | -99.3% |
| YTD | -99.5% | -20.9% | -78.6% | -99.7% |
| 1Y | -99.8% | -16.4% | -83.4% | -99.8% |
| 3Y | -100.0% | +35.2% | -135.2% | -100.0% |
| 5Y | -100.0% | -69.4% | -30.6% | -100.0% |
| All | -100.0% | -82.5% | -17.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 all: compounded portfolio wealth divided by compounded LYFT 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…
all analysis · Full analysis span regression · 6 months rolling