+2,502.1%
SOXX vs LOW
+1,484.5%
+1,017.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.2% |
| 7D | +3.0% | -2.6% | +5.7% | +4.5% |
| 30D | -3.1% | -11.1% | +8.0% | +2.8% |
| 3M | -4.4% | -8.5% | +4.1% | -0.9% |
| 6M | +52.9% | -20.8% | +73.7% | +69.9% |
| YTD | +72.0% | -17.2% | +89.2% | +85.8% |
| 1Y | +105.1% | -24.7% | +129.8% | +131.8% |
| 3Y | +220.6% | -9.7% | +230.4% | +224.6% |
| 5Y | +244.8% | +6.0% | +238.8% | +219.0% |
| 10Y | +1,537.1% | +230.5% | +1,306.7% | +681.7% |
| All | +2,502.1% | +1,484.5% | +1,017.6% | +302.0% |
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