+2,285.7%
STM vs PSA
+7,718.3%
-5,432.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +5.8% | -3.7% | +9.5% | +7.5% |
| 30D | -1.0% | -7.7% | +6.7% | +2.5% |
| 3M | -33.3% | -0.6% | -32.7% | -33.9% |
| 6M | +57.4% | -0.9% | +58.3% | +56.3% |
| YTD | +102.2% | +18.7% | +83.5% | +85.0% |
| 1Y | +99.6% | +7.6% | +92.0% | +90.8% |
| 3Y | +14.5% | +23.7% | -9.1% | +1.8% |
| 5Y | +21.4% | +13.7% | +7.7% | +10.5% |
| 10Y | +695.0% | +98.9% | +596.1% | +441.6% |
| All | +2,285.7% | +7,718.3% | -5,432.5% | +460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling