+52.5%
SOXX vs LOW
-0.5%
+53.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.5% | -10.6% | -2.6% |
| 7D | -13.7% | +15.6% | -29.3% | -13.1% |
| 30D | -23.6% | +28.6% | -52.2% | -23.5% |
| 3M | -16.9% | +5.8% | -22.7% | -15.6% |
| 6M | -2.4% | +3.8% | -6.2% | +0.2% |
| YTD | +49.8% | -2.8% | +52.6% | +55.4% |
| 1Y | +52.5% | -1.4% | +53.9% | +57.2% |
| All | +52.5% | -0.5% | +53.0% | +57.2% |
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