+0.5%
LOW vs SN
+141.7%
-141.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.9% |
| 7D | +1.4% | +1.5% | -0.1% | +0.9% |
| 30D | +21.7% | +21.5% | +0.2% | +13.9% |
| 3M | +5.0% | +20.0% | -15.0% | -1.6% |
| 6M | +4.6% | +119.9% | -115.3% | -21.7% |
| YTD | -3.5% | +102.3% | -105.8% | -26.7% |
| 1Y | +0.5% | +148.0% | -147.4% | -31.4% |
| All | +0.5% | +141.7% | -141.2% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling