+10.1%
LOW vs SM
-0.4%
+10.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -0.5% |
| 7D | +1.0% | +0.3% | +0.6% | +0.9% |
| 30D | +25.6% | -17.3% | +42.9% | +26.8% |
| 3M | +5.3% | -3.6% | +8.9% | +4.9% |
| 6M | +3.7% | +2.9% | +0.8% | +2.2% |
| YTD | -1.9% | +70.2% | -72.1% | -9.8% |
| 1Y | +0.6% | +66.5% | -65.9% | -7.4% |
| 3Y | +26.4% | -8.2% | +34.6% | +22.1% |
| 5Y | +10.1% | -1.5% | +11.6% | +2.9% |
| All | +10.1% | -0.4% | +10.5% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling