+10.3%
STM vs PAAS
+206.7%
-196.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.2% | +2.0% |
| 7D | -7.9% | +4.2% | -12.1% | -9.1% |
| 30D | -14.1% | -13.8% | -0.3% | -10.6% |
| 3M | -17.6% | -22.7% | +5.1% | -12.0% |
| 6M | -24.2% | -32.1% | +7.9% | -16.9% |
| YTD | +73.3% | -22.3% | +95.6% | +82.5% |
| 1Y | +90.1% | +7.7% | +82.4% | +84.9% |
| 3Y | +10.3% | +214.0% | -203.7% | -20.6% |
| All | +10.3% | +206.7% | -196.3% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling