+179.0%
SAP vs LOW
+225.8%
-46.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -0.3% | -0.6% | +0.4% | 0.0% |
| 30D | +0.3% | -9.3% | +9.5% | +4.1% |
| 3M | +16.9% | -8.1% | +25.0% | +20.8% |
| 6M | +6.3% | -19.8% | +26.1% | +15.2% |
| YTD | -12.4% | -16.4% | +4.0% | -6.9% |
| 1Y | -21.6% | -24.7% | +3.0% | -13.4% |
| 3Y | +54.8% | -8.8% | +63.6% | +55.8% |
| 5Y | +56.2% | +7.8% | +48.4% | +44.8% |
| 10Y | +179.0% | +233.8% | -54.8% | +78.0% |
| All | +179.0% | +225.8% | -46.8% | +78.0% |
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