+2,108.4%
STX vs LOW
+303.6%
+1,804.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | -1.0% | +1.0% | -1.9% | -1.2% |
| 30D | -26.8% | +25.6% | -52.4% | -33.2% |
| 3M | -32.7% | +5.3% | -38.0% | -34.6% |
| 6M | -33.7% | +3.7% | -37.5% | -36.3% |
| YTD | +101.0% | -1.9% | +102.8% | +95.9% |
| 1Y | +92.7% | +0.6% | +92.1% | +85.4% |
| 3Y | +708.7% | +26.4% | +682.3% | +589.5% |
| 5Y | +504.0% | +10.1% | +493.9% | +438.9% |
| 10Y | +2,108.4% | +301.3% | +1,807.1% | +1,038.2% |
| All | +2,108.4% | +303.6% | +1,804.7% | +1,038.2% |
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