+657.6%
STM vs PSA
+100.1%
+557.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +5.2% | -0.4% | +5.6% | +5.4% |
| 30D | -7.4% | -8.2% | +0.8% | -4.2% |
| 3M | -30.6% | -2.1% | -28.5% | -30.8% |
| 6M | +66.4% | -0.2% | +66.6% | +64.4% |
| YTD | +101.1% | +18.5% | +82.6% | +84.6% |
| 1Y | +97.4% | +6.6% | +90.8% | +89.4% |
| 3Y | +21.1% | +24.5% | -3.3% | +7.9% |
| 5Y | +22.5% | +13.6% | +8.9% | +11.9% |
| 10Y | +657.6% | +102.0% | +555.6% | +464.6% |
| All | +657.6% | +100.1% | +557.5% | +464.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling