+4,901.1%
SNPS vs LOW
+24,658.6%
-19,757.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.8% |
| 7D | -11.0% | -1.7% | -9.3% | -10.5% |
| 30D | -1.7% | -7.0% | +5.3% | +0.6% |
| 3M | -20.4% | -0.9% | -19.5% | -20.6% |
| 6M | -8.6% | -20.1% | +11.5% | -2.4% |
| YTD | -16.2% | -13.9% | -2.3% | -12.9% |
| 1Y | -34.6% | -21.1% | -13.4% | -30.0% |
| 3Y | -14.5% | -6.6% | -7.8% | -14.4% |
| 5Y | +17.0% | +9.4% | +7.6% | +10.9% |
| 10Y | +560.0% | +220.5% | +339.5% | +328.1% |
| All | +4,901.1% | +24,658.6% | -19,757.4% | +829.8% |
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