+99.6%
STM vs PSA
+7.3%
+92.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +5.8% | -3.7% | +9.5% | +6.8% |
| 30D | -1.0% | -7.7% | +6.7% | +1.1% |
| 3M | -33.3% | -0.6% | -32.7% | -35.4% |
| 6M | +57.4% | -0.9% | +58.3% | +49.8% |
| YTD | +102.2% | +18.7% | +83.5% | +72.2% |
| 1Y | +99.6% | +7.6% | +92.0% | +87.6% |
| All | +99.6% | +7.3% | +92.3% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling