+50.8%
SWKS vs LOW
+292.8%
-242.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +9.4% | +1.4% | +8.0% | +8.5% |
| 30D | +17.0% | +21.7% | -4.7% | +4.2% |
| 3M | +28.9% | +5.0% | +23.9% | +24.1% |
| 6M | +33.1% | +4.6% | +28.5% | +27.2% |
| YTD | +44.8% | -3.5% | +48.3% | +43.0% |
| 1Y | +36.2% | +0.5% | +35.7% | +30.9% |
| 3Y | +11.5% | +24.8% | -13.3% | -6.1% |
| 5Y | -37.1% | +6.5% | -43.5% | -42.9% |
| All | +50.8% | +292.8% | -242.0% | -26.7% |
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