+227.1%
LOW vs SM
+23.2%
+203.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -2.6% | +2.1% | -4.8% | -2.8% |
| 30D | -11.1% | +18.1% | -29.3% | -12.5% |
| 3M | -8.5% | +17.0% | -25.5% | -10.1% |
| 6M | -20.8% | +55.4% | -76.3% | -24.8% |
| YTD | -17.2% | +108.6% | -125.8% | -23.6% |
| 1Y | -24.7% | +45.7% | -70.4% | -28.4% |
| 3Y | -9.7% | -0.3% | -9.4% | -12.6% |
| 5Y | +6.0% | +113.0% | -107.0% | -6.5% |
| All | +227.1% | +23.2% | +203.9% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling