-5.1%
SAP vs LOW
-0.7%
-4.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.3% |
| 3M | +12.2% | +5.0% | +7.2% | +10.0% |
| 6M | +46.1% | +4.6% | +41.5% | +43.0% |
| YTD | -1.6% | -3.5% | +1.9% | -1.1% |
| 1Y | -5.1% | +0.5% | -5.7% | -5.8% |
| All | -5.1% | -0.7% | -4.4% | -5.8% |
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