-71.0%
SMR vs LOW
-25.1%
-45.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.3% |
| 7D | +4.7% | -2.6% | +7.3% | +5.2% |
| 30D | +3.2% | -11.1% | +14.4% | +5.9% |
| 3M | +9.9% | -8.5% | +18.4% | +12.2% |
| 6M | -15.1% | -20.8% | +5.7% | -9.9% |
| YTD | -27.9% | -17.2% | -10.7% | -20.7% |
| All | -71.0% | -25.1% | -45.9% | -65.8% |
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