+29.6%
SNOW vs LOW
+29.1%
+0.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.4% | -3.7% | +1.3% | -0.7% |
| 30D | -1.0% | -8.9% | +7.9% | +3.3% |
| 3M | +36.9% | -10.4% | +47.3% | +43.2% |
| 6M | +83.4% | -19.4% | +102.8% | +100.1% |
| YTD | +50.0% | -17.1% | +67.1% | +59.4% |
| 1Y | +46.5% | -26.3% | +72.8% | +65.8% |
| 3Y | +93.3% | -9.9% | +103.2% | +87.5% |
| 5Y | +3.3% | +6.1% | -2.8% | -7.9% |
| All | +29.6% | +29.1% | +0.5% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling