+0.5%
LOW vs S
+30.9%
-30.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +1.4% | +2.0% | -0.6% | +1.5% |
| 30D | +21.7% | -2.7% | +24.4% | +21.6% |
| 3M | +5.0% | -6.9% | +11.9% | +4.9% |
| 6M | +4.6% | +38.1% | -33.5% | +5.2% |
| YTD | -3.5% | +48.0% | -51.5% | -3.8% |
| 1Y | +0.5% | +34.5% | -33.9% | +0.3% |
| All | +0.5% | +30.9% | -30.3% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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