+333.1%
SLV vs LOW
+824.1%
-491.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | +6.7% | -7.0% | +13.7% | +7.5% |
| 3M | -10.7% | -0.9% | -9.8% | -10.7% |
| 6M | -20.6% | -20.1% | -0.5% | -18.9% |
| YTD | -7.1% | -13.9% | +6.8% | -5.9% |
| 1Y | +62.0% | -21.1% | +83.1% | +65.5% |
| 3Y | +169.8% | -6.6% | +176.5% | +169.9% |
| 5Y | +161.5% | +9.4% | +152.1% | +155.9% |
| 10Y | +224.4% | +220.5% | +3.9% | +187.8% |
| All | +333.1% | +824.1% | -491.0% | +253.6% |
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