+23,348.0%
LOW vs SM
+1,434.4%
+21,913.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.4% | +9.4% | -8.0% | +0.4% |
| 30D | +21.7% | -14.4% | +36.1% | +23.2% |
| 3M | +5.0% | +1.6% | +3.5% | +4.1% |
| 6M | +4.6% | +6.3% | -1.7% | +2.5% |
| YTD | -3.5% | +78.8% | -82.3% | -11.5% |
| 1Y | +0.5% | +83.1% | -82.6% | -8.1% |
| 3Y | +24.8% | -5.9% | +30.7% | +20.2% |
| 5Y | +6.5% | +4.8% | +1.6% | -1.9% |
| 10Y | +294.6% | +17.5% | +277.0% | +173.2% |
| All | +23,348.0% | +1,434.4% | +21,913.7% | +9,173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling