-7.3%
LOW vs SN
+490.7%
-498.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | -1.7% | -9.3% | +7.6% | +0.1% |
| 30D | -7.0% | -4.8% | -2.2% | -6.2% |
| 3M | -0.9% | +40.4% | -41.3% | -7.5% |
| 6M | -20.1% | +50.9% | -71.0% | -26.7% |
| YTD | -13.9% | +54.9% | -68.8% | -21.5% |
| 1Y | -21.1% | +43.0% | -64.2% | -27.4% |
| 3Y | -6.6% | +391.8% | -398.5% | -25.5% |
| All | -7.3% | +490.7% | -498.0% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling