-95.5%
SNDQ vs LOW
-19.2%
-76.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.0% | +9.7% |
| 7D | -20.4% | -2.6% | -17.7% | -17.5% |
| 30D | -54.5% | -11.1% | -43.4% | -43.8% |
| 3M | -79.1% | -8.5% | -70.6% | -75.0% |
| All | -95.5% | -19.2% | -76.3% | -93.6% |
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 · Available span rolling