+9.0%
LOW vs SM
+118.0%
-109.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.1% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | -10.1% | +31.5% | -41.6% | -12.1% |
| 3M | -2.9% | +17.3% | -20.2% | -4.4% |
| 6M | -19.4% | +48.5% | -67.9% | -23.3% |
| YTD | -15.4% | +106.3% | -121.7% | -22.8% |
| 1Y | -24.9% | +47.3% | -72.2% | -28.9% |
| 3Y | -7.8% | -1.4% | -6.4% | -10.7% |
| All | +9.0% | +118.0% | -109.0% | -6.9% |
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