+786.2%
STM vs PSLV
+115.4%
+670.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +5.2% | +2.7% | +2.5% | +4.5% |
| 30D | -7.4% | +3.5% | -10.8% | -8.3% |
| 3M | -30.6% | +0.3% | -30.9% | -30.6% |
| 6M | +66.4% | -21.0% | +87.4% | +75.5% |
| YTD | +101.1% | -8.9% | +110.1% | +100.4% |
| 1Y | +97.4% | +54.0% | +43.4% | +72.7% |
| 3Y | +21.1% | +175.4% | -154.3% | -8.0% |
| 5Y | +22.5% | +157.7% | -135.2% | -6.8% |
| 10Y | +657.6% | +184.9% | +472.7% | +447.9% |
| All | +786.2% | +115.4% | +670.8% | +554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling