+16.7%
STM vs PSA
+54.3%
-37.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +12.0% | -1.4% | +13.5% | +12.6% |
| 30D | -0.4% | +15.2% | -15.5% | -6.1% |
| 3M | -13.2% | +2.2% | -15.4% | -14.1% |
| 6M | -26.1% | +11.7% | -37.7% | -31.0% |
| YTD | +81.2% | +32.0% | +49.2% | +53.8% |
| 1Y | +98.3% | +26.3% | +72.0% | +72.3% |
| 3Y | +16.7% | +52.4% | -35.6% | -14.7% |
| All | +16.7% | +54.3% | -37.6% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling