-7.8%
LOW vs SM
-2.8%
-5.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -1.9% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | -10.1% | +31.5% | -41.6% | -11.2% |
| 3M | -2.9% | +17.3% | -20.2% | -3.6% |
| 6M | -19.4% | +48.5% | -67.9% | -22.5% |
| YTD | -15.4% | +106.3% | -121.7% | -22.4% |
| 1Y | -24.9% | +47.3% | -72.2% | -28.2% |
| 3Y | -7.8% | -1.4% | -6.4% | -11.3% |
| All | -7.8% | -2.8% | -5.1% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling