-5.9%
SAP vs LOW
-0.5%
-5.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.5% | -3.3% | +1.7% |
| 7D | +1.3% | +15.6% | -14.3% | -3.5% |
| 30D | +15.5% | +28.6% | -13.0% | +6.2% |
| 3M | +22.8% | +5.8% | +16.9% | +20.1% |
| 6M | +42.5% | +3.8% | +38.6% | +39.6% |
| YTD | +0.5% | -2.8% | +3.3% | +0.6% |
| 1Y | -5.9% | -1.4% | -4.5% | -6.4% |
| All | -5.9% | -0.5% | -5.5% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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