+1,383.2%
STX vs LOW
-8.4%
+1,391.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.3% | +6.7% |
| 7D | +10.7% | +0.4% | +10.4% | +10.7% |
| 30D | +11.3% | -10.1% | +21.4% | +12.6% |
| 3M | +3.2% | -2.9% | +6.1% | +2.0% |
| 6M | +157.0% | -19.4% | +176.4% | +169.0% |
| YTD | +229.2% | -15.4% | +244.6% | +235.1% |
| 1Y | +381.8% | -24.9% | +406.8% | +416.4% |
| 3Y | +1,383.2% | -7.8% | +1,391.0% | +1,311.8% |
| All | +1,383.2% | -8.4% | +1,391.6% | +1,311.8% |
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