+2,435.9%
SAP vs LOW
+8,527.2%
-6,091.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +1.5% | +8.7% | -7.2% | -1.7% |
| 30D | +8.8% | +25.5% | -16.6% | -0.4% |
| 3M | +12.1% | +6.6% | +5.5% | +9.1% |
| 6M | +34.6% | +2.4% | +32.1% | +32.7% |
| YTD | -2.1% | -1.7% | -0.4% | -2.5% |
| 1Y | -5.5% | +1.7% | -7.2% | -7.3% |
| 3Y | +67.4% | +26.6% | +40.9% | +48.8% |
| 5Y | +74.6% | +10.1% | +64.4% | +61.5% |
| 10Y | +224.0% | +303.3% | -79.3% | +72.7% |
| All | +2,435.9% | +8,527.2% | -6,091.3% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling