+8,007.1%
SWKS vs LOW
+35,323.5%
-27,316.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +3.0% |
| 7D | +12.5% | -1.7% | +14.2% | +13.3% |
| 30D | +10.5% | -7.0% | +17.5% | +13.8% |
| 3M | -7.4% | -0.9% | -6.5% | -7.6% |
| 6M | +32.7% | -20.1% | +52.7% | +43.6% |
| YTD | +19.2% | -13.9% | +33.1% | +24.8% |
| 1Y | +2.4% | -21.1% | +23.5% | +10.9% |
| 3Y | -25.6% | -6.6% | -19.0% | -24.8% |
| 5Y | -53.4% | +9.4% | -62.8% | -55.9% |
| 10Y | +23.2% | +220.5% | -197.3% | -25.2% |
| All | +8,007.1% | +35,323.5% | -27,316.3% | +1,929.6% |
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