+14.1%
LOW vs SOXQ
+286.7%
-272.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | -8.9% | -4.6% | -4.3% | -8.0% |
| 3M | -10.4% | -10.2% | -0.3% | -9.2% |
| 6M | -19.4% | +49.7% | -69.1% | -30.3% |
| YTD | -17.1% | +67.2% | -84.4% | -30.9% |
| 1Y | -26.3% | +98.0% | -124.3% | -42.1% |
| 3Y | -9.9% | +237.2% | -247.0% | -44.6% |
| 5Y | +6.1% | +261.3% | -255.2% | -38.5% |
| All | +14.1% | +286.7% | -272.6% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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