+5,976.4%
SO vs LOW
+35,323.5%
-29,347.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -0.2% | -1.7% | +1.6% | +0.1% |
| 30D | -4.6% | -7.0% | +2.5% | -3.7% |
| 3M | -3.0% | -0.9% | -2.2% | -3.0% |
| 6M | -8.3% | -20.1% | +11.8% | -5.7% |
| YTD | +3.5% | -13.9% | +17.4% | +5.3% |
| 1Y | -0.9% | -21.1% | +20.2% | +1.8% |
| 3Y | +45.4% | -6.6% | +52.0% | +45.3% |
| 5Y | +59.6% | +9.4% | +50.3% | +55.1% |
| 10Y | +156.6% | +220.5% | -63.9% | +114.6% |
| All | +5,976.4% | +35,323.5% | -29,347.1% | +2,940.6% |
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