+94.8%
SNOW vs LOW
-9.4%
+104.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +8.4% | -0.6% | +9.0% | +8.5% |
| 30D | -1.0% | -9.3% | +8.3% | +0.7% |
| 3M | +38.3% | -8.1% | +46.4% | +40.1% |
| 6M | +81.3% | -19.8% | +101.1% | +89.0% |
| YTD | +51.1% | -16.4% | +67.5% | +54.4% |
| 1Y | +47.0% | -24.7% | +71.6% | +56.1% |
| All | +94.8% | -9.4% | +104.2% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling