+324.2%
SMH vs LOW
+5.8%
+318.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | +1.4% | -2.6% | +4.0% | +2.7% |
| 30D | -2.2% | -11.1% | +8.9% | +3.5% |
| 3M | -1.9% | -8.5% | +6.6% | +1.6% |
| 6M | +41.0% | -20.8% | +61.9% | +57.1% |
| YTD | +55.6% | -17.2% | +72.8% | +67.7% |
| 1Y | +86.8% | -24.7% | +111.6% | +112.0% |
| 3Y | +277.7% | -9.7% | +287.4% | +272.3% |
| 5Y | +324.2% | +6.0% | +318.2% | +272.3% |
| All | +324.2% | +5.8% | +318.4% | +272.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling