-10.0%
LOW vs SN
+476.8%
-486.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.4% |
| 7D | -0.6% | -3.4% | +2.8% | 0.0% |
| 30D | -9.3% | -9.1% | -0.2% | -7.7% |
| 3M | -8.1% | +31.8% | -39.8% | -13.1% |
| 6M | -19.8% | +52.0% | -71.8% | -26.4% |
| YTD | -16.4% | +51.3% | -67.7% | -23.4% |
| 1Y | -24.7% | +46.9% | -71.5% | -30.9% |
| 3Y | -8.8% | +394.9% | -403.8% | -27.0% |
| All | -10.0% | +476.8% | -486.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling