+11.1%
SMR vs LOW
-0.8%
+11.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.0% | +16.0% |
| 7D | +21.4% | +0.4% | +21.0% | +21.1% |
| 30D | +13.8% | -10.1% | +23.9% | +18.8% |
| 3M | +3.9% | -2.9% | +6.8% | +4.3% |
| 6M | -4.2% | -19.4% | +15.2% | +4.3% |
| YTD | -21.1% | -15.4% | -5.7% | -15.8% |
| 1Y | -67.1% | -24.9% | -42.1% | -63.2% |
| 3Y | +88.9% | -7.8% | +96.7% | +83.6% |
| All | +11.1% | -0.8% | +11.9% | +1.6% |
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