+392.6%
STM vs PAAS
+192.1%
+200.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +3.0% | +4.1% |
| 7D | -10.7% | +8.4% | -19.1% | -12.4% |
| 30D | -25.7% | -7.2% | -18.6% | -24.6% |
| 3M | -21.6% | -14.0% | -7.5% | -19.3% |
| 6M | -27.8% | -26.8% | -1.0% | -23.3% |
| YTD | +61.8% | -19.8% | +81.5% | +67.4% |
| 1Y | +78.1% | +22.8% | +55.3% | +69.0% |
| 3Y | +4.9% | +183.6% | -178.7% | -18.1% |
| 5Y | -14.3% | +73.8% | -88.1% | -29.1% |
| All | +392.6% | +192.1% | +200.5% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling