-11.2%
SHOP vs LOW
-25.0%
+13.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -11.2% | -3.7% | -7.5% | -10.2% |
| 30D | -14.4% | -8.9% | -5.5% | -12.1% |
| 3M | +16.6% | -10.4% | +27.0% | +19.7% |
| 6M | -0.6% | -19.4% | +18.8% | +2.2% |
| YTD | -20.0% | -17.1% | -2.9% | -16.9% |
| 1Y | -11.2% | -26.3% | +15.1% | -25.2% |
| All | -11.2% | -25.0% | +13.8% | -25.2% |
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