+1,177.6%
LOW vs SNY
+241.9%
+935.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.7% | -3.3% | -0.4% | -2.4% |
| 30D | -8.9% | -2.2% | -6.7% | -8.1% |
| 3M | -10.4% | -3.0% | -7.4% | -9.4% |
| 6M | -19.4% | +2.7% | -22.1% | -20.4% |
| YTD | -17.1% | -6.8% | -10.3% | -15.1% |
| 1Y | -26.3% | -5.3% | -21.0% | -25.2% |
| 3Y | -9.9% | -9.8% | -0.1% | -9.9% |
| 5Y | +6.1% | +9.7% | -3.6% | -4.6% |
| 10Y | +230.8% | +64.5% | +166.3% | +145.1% |
| All | +1,177.6% | +241.9% | +935.7% | +471.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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