+826.4%
PM vs STT
+270.4%
+556.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -6.6% | +1.1% | -7.7% | -6.8% |
| 30D | -3.4% | -1.9% | -1.5% | -3.2% |
| 3M | +5.3% | -7.6% | +12.9% | +6.7% |
| 6M | +15.5% | +16.0% | -0.5% | +12.0% |
| YTD | +24.3% | +36.2% | -11.9% | +16.6% |
| 1Y | +29.7% | +46.8% | -17.1% | +20.0% |
| 3Y | +144.9% | +177.8% | -32.9% | +98.9% |
| 5Y | +159.0% | +105.8% | +53.2% | +118.2% |
| 10Y | +250.9% | +197.6% | +53.4% | +165.9% |
| All | +826.4% | +270.4% | +556.1% | +508.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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