+19,888.0%
LOW vs SPY
+3,034.0%
+16,854.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +1.4% | +2.6% | -1.2% | -1.2% |
| 30D | +21.7% | -2.0% | +23.7% | +23.9% |
| 3M | +5.0% | -2.8% | +7.8% | +7.8% |
| 6M | +4.6% | +2.1% | +2.5% | +1.6% |
| YTD | -3.5% | +11.5% | -15.0% | -14.4% |
| 1Y | +0.5% | +13.5% | -12.9% | -12.5% |
| 3Y | +24.8% | +77.7% | -52.9% | -33.5% |
| 5Y | +6.5% | +72.6% | -66.2% | -41.7% |
| 10Y | +294.6% | +308.2% | -13.6% | -10.6% |
| All | +19,888.0% | +3,034.0% | +16,854.1% | +378.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling