+1,817.6%
SMH vs LOW
+233.5%
+1,584.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.3% | -3.7% | +4.0% | +2.1% |
| 30D | -2.8% | -8.9% | +6.1% | +1.6% |
| 3M | -6.7% | -10.4% | +3.7% | -2.5% |
| 6M | +41.8% | -19.4% | +61.2% | +55.7% |
| YTD | +57.9% | -17.1% | +75.0% | +69.9% |
| 1Y | +87.6% | -26.3% | +113.9% | +113.8% |
| 3Y | +282.9% | -9.9% | +292.8% | +284.9% |
| 5Y | +330.4% | +6.1% | +324.3% | +293.8% |
| All | +1,817.6% | +233.5% | +1,584.1% | +1,002.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling