+14,609.4%
SPGI vs LOW
+39,052.6%
-24,443.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +0.3% | +7.4% | -7.1% | -2.0% |
| 30D | +18.4% | +24.5% | -6.1% | +10.5% |
| 3M | +15.7% | +3.5% | +12.2% | +14.3% |
| 6M | +17.3% | -2.6% | +19.8% | +17.8% |
| YTD | -4.7% | -4.8% | +0.1% | -4.3% |
| 1Y | +1.8% | -0.8% | +2.6% | +0.9% |
| 3Y | +31.7% | +22.8% | +8.9% | +21.1% |
| 5Y | +12.1% | +5.3% | +6.8% | +7.3% |
| 10Y | +341.9% | +309.5% | +32.5% | +176.8% |
| All | +14,609.4% | +39,052.6% | -24,443.1% | +4,001.0% |
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