+20,818.5%
LOW vs SM
+1,608.3%
+19,210.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.5% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -7.0% | +26.3% | -33.4% | -9.5% |
| 3M | -0.9% | +8.7% | -9.6% | -2.4% |
| 6M | -20.1% | +51.7% | -71.8% | -24.7% |
| YTD | -13.9% | +99.0% | -113.0% | -21.5% |
| 1Y | -21.1% | +34.6% | -55.7% | -25.2% |
| 3Y | -6.6% | -7.8% | +1.1% | -9.4% |
| 5Y | +9.4% | +104.8% | -95.4% | -6.1% |
| 10Y | +220.5% | +7.2% | +213.3% | +125.4% |
| All | +20,818.5% | +1,608.3% | +19,210.2% | +8,129.7% |
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