+293.0%
LOW vs STT
+198.3%
+94.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +1.4% | +4.8% | -3.3% | -0.4% |
| 30D | +21.7% | +3.9% | +17.8% | +19.8% |
| 3M | +5.0% | -8.2% | +13.2% | +8.3% |
| 6M | +4.6% | +15.6% | -11.0% | -2.1% |
| YTD | -3.5% | +37.6% | -41.1% | -16.3% |
| 1Y | +0.5% | +50.1% | -49.6% | -15.9% |
| 3Y | +24.8% | +183.1% | -158.3% | -20.6% |
| 5Y | +6.5% | +104.8% | -98.4% | -25.5% |
| All | +293.0% | +198.3% | +94.7% | +116.1% |
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