+96.5%
STM vs LOW
-0.5%
+97.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +7.5% | -13.6% | -6.6% |
| 7D | -6.0% | +15.6% | -21.6% | -7.6% |
| 30D | -20.9% | +28.6% | -49.5% | -23.9% |
| 3M | -15.8% | +5.8% | -21.6% | -15.2% |
| 6M | -17.0% | +3.8% | -20.9% | -15.6% |
| YTD | +76.8% | -2.8% | +79.6% | +83.0% |
| 1Y | +96.5% | -1.4% | +97.9% | +101.8% |
| All | +96.5% | -0.5% | +97.0% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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