+52.0%
SNOW vs LOW
-20.7%
+72.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.2% |
| 7D | +2.8% | -1.7% | +4.5% | +2.4% |
| 30D | +6.4% | -7.0% | +13.5% | +5.1% |
| 3M | +38.1% | -0.9% | +39.0% | +38.5% |
| 6M | +100.4% | -20.1% | +120.5% | +92.5% |
| YTD | +53.7% | -13.9% | +67.6% | +51.6% |
| 1Y | +52.0% | -21.1% | +73.1% | +51.6% |
| All | +52.0% | -20.7% | +72.6% | +51.6% |
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 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