+19.0%
SPGI vs LOW
-8.4%
+27.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.6% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | +5.4% | -10.1% | +15.5% | +9.0% |
| 3M | +9.0% | -2.9% | +11.9% | +9.9% |
| 6M | +0.8% | -19.4% | +20.2% | +7.5% |
| YTD | -12.6% | -15.4% | +2.9% | -9.3% |
| 1Y | -16.1% | -24.9% | +8.8% | -8.7% |
| 3Y | +19.0% | -7.8% | +26.8% | +19.8% |
| All | +19.0% | -8.4% | +27.4% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling