+16,011.1%
STX vs LOW
+1,366.6%
+14,644.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +5.7% |
| 7D | +2.4% | -1.7% | +4.1% | +3.2% |
| 30D | +1.4% | -7.0% | +8.4% | +4.6% |
| 3M | -8.2% | -0.9% | -7.3% | -10.0% |
| 6M | +127.0% | -20.1% | +147.1% | +145.9% |
| YTD | +209.1% | -13.9% | +223.1% | +220.8% |
| 1Y | +365.4% | -21.1% | +386.6% | +401.3% |
| 3Y | +1,135.4% | -6.6% | +1,142.0% | +1,103.5% |
| 5Y | +991.5% | +9.4% | +982.2% | +868.6% |
| 10Y | +3,695.8% | +220.5% | +3,475.3% | +1,664.6% |
| All | +16,011.1% | +1,366.6% | +14,644.5% | +2,905.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling