+42.0%
SOFI vs LOW
+36.3%
+5.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -4.9% | -3.7% | -1.2% | -2.1% |
| 30D | -3.5% | -8.9% | +5.4% | +3.6% |
| 3M | +3.9% | -10.4% | +14.3% | +12.2% |
| 6M | -6.5% | -19.4% | +12.9% | +9.2% |
| YTD | -33.8% | -17.1% | -16.7% | -25.5% |
| 1Y | -33.3% | -26.3% | -7.0% | -17.6% |
| 3Y | +94.6% | -9.9% | +104.5% | +99.7% |
| 5Y | +13.3% | +6.1% | +7.2% | +3.1% |
| All | +42.0% | +36.3% | +5.7% | +24.3% |
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