+99.6%
STM vs PSLV
+57.1%
+42.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +5.8% | -0.6% | +6.4% | +6.0% |
| 30D | -1.0% | +7.3% | -8.3% | -3.3% |
| 3M | -33.3% | -7.4% | -25.8% | -32.2% |
| 6M | +57.4% | -20.3% | +77.6% | +63.6% |
| YTD | +102.2% | -8.2% | +110.4% | +99.0% |
| 1Y | +99.6% | +57.9% | +41.7% | +85.1% |
| All | +99.6% | +57.1% | +42.5% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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