+39.2%
XLK vs LOW
-25.0%
+64.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -3.7% | +3.9% | +0.2% |
| 30D | -0.6% | -8.9% | +8.2% | -0.6% |
| 3M | +2.6% | -10.4% | +13.0% | +2.7% |
| 6M | +34.0% | -19.4% | +53.4% | +35.1% |
| YTD | +30.7% | -17.1% | +47.8% | +32.6% |
| 1Y | +39.2% | -26.3% | +65.5% | +33.7% |
| All | +39.2% | -25.0% | +64.2% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling