+1,006.5%
STM vs PAAS
+955.7%
+50.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.2% | -10.2% | -12.1% |
| 7D | -20.1% | -0.4% | -19.7% | -20.1% |
| 30D | -32.0% | -11.6% | -20.3% | -30.9% |
| 3M | -24.2% | -15.6% | -8.6% | -22.6% |
| 6M | -29.9% | -19.1% | -10.8% | -28.1% |
| YTD | +54.9% | -20.9% | +75.8% | +58.8% |
| 1Y | +68.0% | +21.3% | +46.7% | +62.8% |
| 3Y | -0.1% | +177.4% | -177.5% | -14.2% |
| 5Y | -17.9% | +71.3% | -89.2% | -26.7% |
| 10Y | +392.2% | +181.5% | +210.8% | +298.4% |
| All | +1,006.5% | +955.7% | +50.8% | +696.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling