+32.1%
SNOW vs LOW
+31.7%
+0.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +4.9% | +0.4% | +4.5% | +4.7% |
| 30D | +1.5% | -10.1% | +11.6% | +6.5% |
| 3M | +39.5% | -2.9% | +42.4% | +40.3% |
| 6M | +85.9% | -19.4% | +105.3% | +103.1% |
| YTD | +52.9% | -15.4% | +68.4% | +61.0% |
| 1Y | +48.1% | -24.9% | +73.1% | +66.2% |
| 3Y | +102.2% | -7.8% | +110.0% | +93.9% |
| 5Y | +5.5% | +8.4% | -2.9% | -6.9% |
| All | +32.1% | +31.7% | +0.4% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling