-91.6%
SOXS vs LOW
-0.5%
-91.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +7.5% | +1.3% | +7.1% |
| 7D | +46.7% | +15.6% | +31.0% | +44.0% |
| 30D | +97.0% | +28.6% | +68.4% | +96.1% |
| 3M | +39.5% | +5.8% | +33.7% | +33.2% |
| 6M | -54.9% | +3.8% | -58.8% | -58.8% |
| YTD | -90.4% | -2.8% | -87.6% | -91.3% |
| 1Y | -91.6% | -1.4% | -90.2% | -92.3% |
| All | -91.6% | -0.5% | -91.2% | -92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling