+3,476.8%
STX vs LOW
+233.1%
+3,243.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | +8.0% | -2.6% | +10.6% | +9.1% |
| 30D | +5.1% | -11.1% | +16.2% | +9.7% |
| 3M | +5.8% | -8.5% | +14.3% | +7.6% |
| 6M | +124.9% | -20.8% | +145.8% | +142.0% |
| YTD | +213.9% | -17.2% | +231.1% | +229.0% |
| 1Y | +350.4% | -24.7% | +375.1% | +390.4% |
| 3Y | +1,314.2% | -9.7% | +1,324.0% | +1,297.6% |
| 5Y | +1,092.8% | +6.0% | +1,086.8% | +981.2% |
| All | +3,476.8% | +233.1% | +3,243.7% | +1,836.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling