+345.0%
PSX vs STT
+145.1%
+199.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.5% | +0.5% | +4.1% | +4.3% |
| 30D | +26.6% | +3.9% | +22.8% | +24.5% |
| 3M | +39.3% | +20.0% | +19.3% | +28.3% |
| 6M | +56.8% | +55.3% | +1.5% | +27.9% |
| YTD | +101.8% | +53.3% | +48.5% | +65.0% |
| 1Y | +99.6% | +74.7% | +24.9% | +53.1% |
| 3Y | +140.3% | +205.8% | -65.5% | +42.7% |
| All | +345.0% | +145.1% | +199.9% | +165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling