+46.5%
SNOW vs LOW
-25.0%
+71.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.4% | -3.7% | +1.3% | -3.0% |
| 30D | -1.0% | -8.9% | +7.9% | -2.5% |
| 3M | +36.9% | -10.4% | +47.3% | +34.4% |
| 6M | +83.4% | -19.4% | +102.8% | +76.4% |
| YTD | +50.0% | -17.1% | +67.1% | +47.2% |
| 1Y | +46.5% | -26.3% | +72.8% | +35.1% |
| All | +46.5% | -25.0% | +71.5% | +35.1% |
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 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