+664.5%
STM vs PSX
+377.2%
+287.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +1.7% | +1.8% | -0.2% | +1.0% |
| 30D | -5.2% | +21.6% | -26.8% | -12.1% |
| 3M | -29.6% | +46.5% | -76.1% | -39.5% |
| 6M | +54.4% | +62.0% | -7.6% | +26.4% |
| YTD | +99.5% | +106.3% | -6.8% | +47.6% |
| 1Y | +100.8% | +103.0% | -2.2% | +48.7% |
| 3Y | +20.2% | +135.5% | -115.4% | -17.7% |
| 5Y | +21.1% | +368.5% | -347.4% | -39.7% |
| 10Y | +664.5% | +386.6% | +278.0% | +248.5% |
| All | +664.5% | +377.2% | +287.3% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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