+1,269.2%
SMH vs LOW
+2,184.4%
-915.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.1% |
| 7D | +5.2% | +0.4% | +4.9% | +5.0% |
| 30D | -1.5% | -10.1% | +8.6% | +3.5% |
| 3M | -4.1% | -2.9% | -1.2% | -3.7% |
| 6M | +50.8% | -19.4% | +70.2% | +65.2% |
| YTD | +59.3% | -15.4% | +74.8% | +69.7% |
| 1Y | +94.1% | -24.9% | +119.0% | +118.2% |
| 3Y | +286.7% | -7.8% | +294.5% | +286.4% |
| 5Y | +339.4% | +8.4% | +331.0% | +302.9% |
| 10Y | +1,803.3% | +226.8% | +1,576.5% | +854.4% |
| All | +1,269.2% | +2,184.4% | -915.1% | +107.6% |
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