+422.5%
STM vs PSA
+140.2%
+282.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | -5.6% | +1.5% | -7.0% | -6.2% |
| 30D | -14.4% | +16.7% | -31.1% | -19.8% |
| 3M | -20.5% | +4.0% | -24.5% | -22.1% |
| 6M | -24.5% | +10.9% | -35.4% | -28.8% |
| YTD | +72.7% | +34.2% | +38.5% | +50.0% |
| 1Y | +91.0% | +26.6% | +64.4% | +70.0% |
| 3Y | +13.5% | +54.7% | -41.2% | -7.9% |
| 5Y | -9.2% | +30.0% | -39.2% | -21.7% |
| 10Y | +422.5% | +132.7% | +289.9% | +266.1% |
| All | +422.5% | +140.2% | +282.3% | +266.1% |
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