+162.0%
SO vs LOW
+225.8%
-63.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | 0.0% | -0.6% | +0.7% | +0.2% |
| 30D | -2.5% | -9.3% | +6.8% | -0.3% |
| 3M | -4.2% | -8.1% | +3.9% | -2.5% |
| 6M | -7.7% | -19.8% | +12.1% | -3.3% |
| YTD | +3.8% | -16.4% | +20.2% | +7.4% |
| 1Y | +0.1% | -24.7% | +24.7% | +6.0% |
| 3Y | +44.2% | -8.8% | +53.0% | +44.2% |
| 5Y | +57.9% | +7.8% | +50.1% | +48.7% |
| 10Y | +162.0% | +233.8% | -71.9% | +101.4% |
| All | +162.0% | +225.8% | -63.8% | +101.4% |
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