+292.5%
LOW vs SM
+18.2%
+274.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.2% | -7.0% | -2.2% |
| 7D | +0.1% | +10.6% | -10.5% | -0.8% |
| 30D | +21.3% | -15.0% | +36.3% | +22.5% |
| 3M | +6.0% | +1.7% | +4.3% | +5.2% |
| 6M | +2.6% | +5.9% | -3.3% | +0.9% |
| YTD | -3.6% | +79.0% | -82.6% | -10.4% |
| 1Y | -1.0% | +84.7% | -85.6% | -8.2% |
| 3Y | +24.2% | -3.5% | +27.6% | +20.1% |
| 5Y | +6.3% | +4.9% | +1.4% | -0.4% |
| All | +292.5% | +18.2% | +274.4% | +170.8% |
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