-24.7%
LOW vs SPY
+17.2%
-42.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -2.6% | -2.0% | -0.6% | -1.4% |
| 30D | -11.1% | -1.7% | -9.5% | -10.2% |
| 3M | -8.5% | +4.7% | -13.2% | -11.0% |
| 6M | -20.8% | +12.5% | -33.4% | -27.7% |
| YTD | -17.2% | +11.7% | -28.9% | -24.2% |
| 1Y | -24.7% | +17.5% | -42.2% | -33.0% |
| All | -24.7% | +17.2% | -42.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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