-9.0%
LOW vs SN
+496.6%
-505.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -10.1% | -5.6% | -4.5% | -9.2% |
| 3M | -2.9% | +48.1% | -50.9% | -10.2% |
| 6M | -19.4% | +57.6% | -77.0% | -26.6% |
| YTD | -15.4% | +56.5% | -71.9% | -23.0% |
| 1Y | -24.9% | +52.6% | -77.5% | -31.7% |
| 3Y | -7.8% | +412.0% | -419.8% | -26.7% |
| All | -9.0% | +496.6% | -505.6% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling