+5,680.3%
SNPS vs LOW
+27,652.5%
-21,972.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +1.1% | +1.4% | -0.4% | +0.6% |
| 30D | -5.2% | +21.7% | -26.9% | -11.5% |
| 3M | +10.6% | +5.0% | +5.5% | +8.0% |
| 6M | -10.6% | +4.6% | -15.2% | -13.1% |
| YTD | -3.1% | -3.5% | +0.4% | -3.7% |
| 1Y | +15.6% | +0.5% | +15.0% | +13.1% |
| 3Y | -12.9% | +24.8% | -37.7% | -21.4% |
| 5Y | +31.2% | +6.5% | +24.7% | +24.5% |
| 10Y | +663.4% | +294.6% | +368.8% | +360.6% |
| All | +5,680.3% | +27,652.5% | -21,972.2% | +928.1% |
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