-14.4%
SMR vs LOW
-2.7%
-11.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.1% | -15.8% | -15.7% |
| 7D | -11.2% | -3.7% | -7.5% | -10.0% |
| 30D | -10.2% | -8.9% | -1.4% | -6.9% |
| 3M | -10.0% | -10.4% | +0.4% | -6.4% |
| 6M | -30.5% | -19.4% | -11.1% | -24.3% |
| YTD | -39.2% | -17.1% | -22.1% | -34.6% |
| 1Y | -75.5% | -26.3% | -49.3% | -72.4% |
| 3Y | +45.4% | -9.9% | +55.3% | +42.7% |
| All | -14.4% | -2.7% | -11.7% | -21.1% |
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