+6.0%
LOW vs STT
+102.3%
-96.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +7.4% | -2.5% | +9.9% | +8.4% |
| 30D | +24.5% | -5.0% | +29.4% | +26.7% |
| 3M | +3.5% | -10.0% | +13.5% | +7.2% |
| 6M | -2.6% | +10.6% | -13.2% | -7.1% |
| YTD | -4.8% | +31.4% | -36.2% | -15.5% |
| 1Y | -0.8% | +44.5% | -45.3% | -15.2% |
| 3Y | +22.8% | +169.5% | -146.7% | -19.2% |
| All | +6.0% | +102.3% | -96.3% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling