-24.7%
LOW vs STT
+76.7%
-101.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | +1.0% | -1.6% | -0.7% |
| 30D | -9.3% | +2.8% | -12.1% | -9.7% |
| 3M | -8.1% | +18.1% | -26.2% | -10.8% |
| 6M | -19.8% | +59.2% | -79.0% | -26.3% |
| YTD | -16.4% | +51.5% | -67.8% | -23.3% |
| 1Y | -24.7% | +75.7% | -100.3% | -33.6% |
| All | -24.7% | +76.7% | -101.4% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling