+233.8%
LOW vs STT
+262.1%
-28.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | +1.0% | -1.6% | -1.0% |
| 30D | -9.3% | +2.8% | -12.1% | -10.3% |
| 3M | -8.1% | +18.1% | -26.2% | -14.4% |
| 6M | -19.8% | +59.2% | -79.0% | -33.8% |
| YTD | -16.4% | +51.5% | -67.8% | -30.0% |
| 1Y | -24.7% | +75.7% | -100.3% | -40.9% |
| 3Y | -8.8% | +200.8% | -209.6% | -43.3% |
| 5Y | +7.8% | +155.8% | -148.0% | -31.2% |
| 10Y | +233.8% | +266.4% | -32.5% | +67.3% |
| All | +233.8% | +262.1% | -28.2% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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