+23,746.5%
LOW vs SM
+1,360.8%
+22,385.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -0.7% |
| 7D | +1.0% | +0.3% | +0.6% | +0.9% |
| 30D | +25.6% | -17.3% | +42.9% | +27.6% |
| 3M | +5.3% | -3.6% | +8.9% | +5.0% |
| 6M | +3.7% | +2.9% | +0.8% | +2.0% |
| YTD | -1.9% | +70.2% | -72.1% | -9.5% |
| 1Y | +0.6% | +66.5% | -65.9% | -7.2% |
| 3Y | +26.4% | -8.2% | +34.6% | +22.1% |
| 5Y | +10.1% | -1.5% | +11.6% | +2.2% |
| 10Y | +301.3% | +11.9% | +289.4% | +179.3% |
| All | +23,746.5% | +1,360.8% | +22,385.7% | +9,382.4% |
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