+75.1%
SAP vs LOW
+22.6%
+52.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -3.8% |
| 7D | -0.7% | +7.4% | -8.1% | -3.0% |
| 30D | +11.1% | +24.5% | -13.4% | +3.4% |
| 3M | +17.0% | +3.5% | +13.6% | +15.5% |
| 6M | +34.8% | -2.6% | +37.4% | +35.2% |
| YTD | -2.2% | -4.8% | +2.6% | -1.7% |
| 1Y | -6.4% | -0.8% | -5.6% | -7.2% |
| 3Y | +75.1% | +22.8% | +52.3% | +66.0% |
| All | +75.1% | +22.6% | +52.5% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling