+196.4%
SO vs LOW
+292.8%
-96.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.4% | +1.4% | -0.1% | +1.0% |
| 30D | +4.7% | +21.7% | -17.0% | -0.1% |
| 3M | +1.7% | +5.0% | -3.3% | +0.3% |
| 6M | +2.2% | +4.6% | -2.4% | +0.7% |
| YTD | +10.0% | -3.5% | +13.5% | +9.9% |
| 1Y | +6.0% | +0.5% | +5.5% | +4.9% |
| 3Y | +54.1% | +24.8% | +29.3% | +42.7% |
| 5Y | +79.6% | +6.5% | +73.2% | +70.2% |
| All | +196.4% | +292.8% | -96.4% | +118.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling