+100.8%
STM vs PSX
+104.4%
-3.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +1.7% | +1.8% | -0.2% | +1.7% |
| 30D | -5.2% | +21.6% | -26.8% | -4.4% |
| 3M | -29.6% | +46.5% | -76.1% | -27.6% |
| 6M | +54.4% | +62.0% | -7.6% | +58.5% |
| YTD | +99.5% | +106.3% | -6.8% | +103.6% |
| 1Y | +100.8% | +103.0% | -2.2% | +109.5% |
| All | +100.8% | +104.4% | -3.7% | +109.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling