+78.0%
SPYM vs LOW
+25.3%
+52.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +1.4% | +1.1% | +2.2% |
| 30D | -2.0% | +21.7% | -23.7% | -6.7% |
| 3M | -2.8% | +5.0% | -7.8% | -3.9% |
| 6M | +2.2% | +4.6% | -2.4% | +0.8% |
| YTD | +11.5% | -3.5% | +15.0% | +11.8% |
| 1Y | +13.5% | +0.5% | +13.0% | +12.1% |
| 3Y | +78.0% | +24.8% | +53.2% | +65.4% |
| All | +78.0% | +25.3% | +52.7% | +65.4% |
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 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