+9,929.9%
STX vs LOW
+1,544.0%
+8,385.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | +1.4% | +13.2% | +14.0% |
| 30D | -26.0% | +21.7% | -47.7% | -33.1% |
| 3M | -42.6% | +5.0% | -47.6% | -44.8% |
| 6M | -35.3% | +4.6% | -39.9% | -38.9% |
| YTD | +92.5% | -3.5% | +96.0% | +86.8% |
| 1Y | +102.4% | +0.5% | +101.8% | +92.0% |
| 3Y | +673.8% | +24.8% | +649.0% | +547.2% |
| 5Y | +463.1% | +6.5% | +456.6% | +401.7% |
| 10Y | +2,014.6% | +294.6% | +1,720.0% | +775.9% |
| All | +9,929.9% | +1,544.0% | +8,385.9% | +1,650.2% |
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 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