-14.6%
SNPS vs LOW
-8.4%
-6.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -5.8% | -10.1% | +4.3% | -2.6% |
| 3M | -17.2% | -2.9% | -14.4% | -17.0% |
| 6M | -10.4% | -19.4% | +9.0% | -3.9% |
| YTD | -16.5% | -15.4% | -1.1% | -12.9% |
| 1Y | -35.6% | -24.9% | -10.7% | -29.0% |
| 3Y | -14.6% | -7.8% | -6.8% | -9.5% |
| All | -14.6% | -8.4% | -6.2% | -9.5% |
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