+35,474.8%
LOW vs STT
+7,372.9%
+28,101.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | -7.0% | +3.9% | -10.9% | -8.3% |
| 3M | -0.9% | +20.0% | -20.8% | -7.0% |
| 6M | -20.1% | +55.3% | -75.4% | -31.3% |
| YTD | -13.9% | +53.3% | -67.2% | -25.9% |
| 1Y | -21.1% | +74.7% | -95.8% | -35.2% |
| 3Y | -6.6% | +205.8% | -212.5% | -36.8% |
| 5Y | +9.4% | +145.0% | -135.7% | -22.5% |
| 10Y | +220.5% | +266.0% | -45.5% | +90.0% |
| All | +35,474.8% | +7,372.9% | +28,101.9% | +5,583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling