-100.0%
SOXS vs LOW
+998.5%
-1,098.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +6.6% |
| 7D | -9.4% | -2.6% | -6.8% | -12.9% |
| 30D | +6.2% | -11.1% | +17.3% | -11.9% |
| 3M | -28.0% | -8.5% | -19.5% | -38.9% |
| 6M | -99.2% | -20.8% | -78.3% | -99.7% |
| YTD | -99.5% | -17.2% | -82.3% | -99.8% |
| 1Y | -99.7% | -24.7% | -75.0% | -99.9% |
| 3Y | -100.0% | -9.7% | -90.2% | -100.0% |
| 5Y | -100.0% | +6.0% | -106.0% | -100.0% |
| 10Y | -100.0% | +230.5% | -330.5% | -100.0% |
| All | -100.0% | +998.5% | -1,098.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling