+162.3%
SOXL vs LOW
+5.4%
+156.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.1% |
| 7D | +3.9% | -3.7% | +7.6% | +10.1% |
| 30D | -14.3% | -8.9% | -5.4% | -1.8% |
| 3M | -45.6% | -10.4% | -35.2% | -40.1% |
| 6M | +117.2% | -19.4% | +136.6% | +182.6% |
| YTD | +189.8% | -17.1% | +207.0% | +247.3% |
| 1Y | +317.7% | -26.3% | +344.0% | +505.9% |
| 3Y | +478.6% | -9.9% | +488.5% | +473.4% |
| All | +162.3% | +5.4% | +156.9% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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