+3.5%
SNOW vs LOW
+5.8%
-2.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -7.5% | -2.6% | -4.9% | -6.2% |
| 30D | -1.3% | -11.1% | +9.8% | +5.0% |
| 3M | +37.4% | -8.5% | +45.9% | +43.0% |
| 6M | +88.1% | -20.8% | +108.9% | +110.2% |
| YTD | +50.3% | -17.2% | +67.5% | +60.9% |
| 1Y | +46.0% | -24.7% | +70.7% | +65.9% |
| 3Y | +98.7% | -9.7% | +108.4% | +87.9% |
| 5Y | +3.5% | +6.0% | -2.5% | -13.2% |
| All | +3.5% | +5.8% | -2.3% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling