+1,067.6%
PSX vs STT
+450.4%
+617.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -13.1% | -2.5% | -10.6% | -12.0% |
| 30D | -9.5% | -5.0% | -4.6% | -7.2% |
| 3M | +20.2% | -10.5% | +30.7% | +27.1% |
| 6M | +44.9% | +10.0% | +34.9% | +35.7% |
| YTD | +94.4% | +30.7% | +63.7% | +63.3% |
| 1Y | +83.1% | +43.8% | +39.3% | +45.4% |
| 3Y | +132.2% | +168.1% | -35.9% | +27.5% |
| 5Y | +278.8% | +101.4% | +177.4% | +131.7% |
| 10Y | +354.2% | +211.3% | +142.8% | +99.4% |
| All | +1,067.6% | +450.4% | +617.2% | +254.0% |
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