+236.6%
SAP vs LOW
+292.8%
-56.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | +1.4% | -0.8% | +0.1% |
| 30D | +6.5% | +21.7% | -15.2% | -1.5% |
| 3M | +12.2% | +5.0% | +7.2% | +9.8% |
| 6M | +46.1% | +4.6% | +41.5% | +42.8% |
| YTD | -1.6% | -3.5% | +1.9% | -1.3% |
| 1Y | -5.1% | +0.5% | -5.7% | -6.5% |
| 3Y | +68.4% | +24.8% | +43.6% | +49.3% |
| 5Y | +79.4% | +6.5% | +73.0% | +66.5% |
| All | +236.6% | +292.8% | -56.2% | +99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling