+2,233.8%
SAP vs LOW
+7,459.0%
-5,225.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.4% |
| 7D | -2.9% | -1.7% | -1.2% | -2.2% |
| 30D | +9.0% | -7.0% | +16.1% | +12.1% |
| 3M | +14.9% | -0.9% | +15.8% | +15.3% |
| 6M | +11.9% | -20.1% | +32.0% | +21.2% |
| YTD | -9.9% | -13.9% | +4.0% | -5.4% |
| 1Y | -19.5% | -21.1% | +1.6% | -12.8% |
| 3Y | +61.8% | -6.6% | +68.4% | +61.8% |
| 5Y | +56.2% | +9.4% | +46.8% | +45.2% |
| 10Y | +180.6% | +220.5% | -39.9% | +63.4% |
| All | +2,233.8% | +7,459.0% | -5,225.3% | +338.4% |
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