+8,902.0%
SWKS vs LOW
+39,052.6%
-30,150.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.7% |
| 7D | -6.2% | +7.4% | -13.6% | -9.2% |
| 30D | -1.5% | +24.5% | -26.0% | -10.3% |
| 3M | +23.0% | +3.5% | +19.5% | +20.3% |
| 6M | +27.6% | -2.6% | +30.2% | +27.1% |
| YTD | +32.3% | -4.8% | +37.2% | +32.0% |
| 1Y | +20.1% | -0.8% | +20.9% | +17.7% |
| 3Y | +0.6% | +22.8% | -22.2% | -9.5% |
| 5Y | -42.3% | +5.3% | -47.6% | -45.1% |
| 10Y | +35.9% | +309.5% | -273.5% | -25.4% |
| All | +8,902.0% | +39,052.6% | -30,150.6% | +2,047.8% |
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 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