+708.1%
STX vs LOW
+27.5%
+680.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | -1.0% | +1.0% | -1.9% | -1.0% |
| 30D | -26.8% | +25.6% | -52.4% | -27.5% |
| 3M | -32.7% | +5.3% | -38.0% | -32.2% |
| 6M | -33.7% | +3.7% | -37.5% | -33.0% |
| YTD | +101.0% | -1.9% | +102.8% | +103.9% |
| 1Y | +92.7% | +0.6% | +92.1% | +93.1% |
| All | +708.1% | +27.5% | +680.7% | +627.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling