+5,740.6%
SNPS vs LOW
+28,157.0%
-22,416.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.6% | +8.7% | -9.3% | -3.4% |
| 30D | -9.8% | +25.5% | -35.3% | -16.7% |
| 3M | +11.7% | +6.6% | +5.1% | +8.6% |
| 6M | -10.9% | +2.4% | -13.4% | -12.8% |
| YTD | -2.1% | -1.7% | -0.3% | -3.3% |
| 1Y | +14.8% | +1.7% | +13.1% | +11.9% |
| 3Y | -11.3% | +26.6% | -37.9% | -20.3% |
| 5Y | +36.2% | +10.1% | +26.1% | +27.9% |
| 10Y | +684.5% | +303.3% | +381.2% | +370.0% |
| All | +5,740.6% | +28,157.0% | -22,416.4% | +932.8% |
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