+21.0%
STM vs PSX
+342.7%
-321.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | +4.5% | +1.3% | +4.4% |
| 30D | -1.0% | +26.6% | -27.6% | -8.2% |
| 3M | -33.3% | +39.3% | -72.5% | -40.0% |
| 6M | +57.4% | +56.8% | +0.5% | +34.9% |
| YTD | +102.2% | +101.8% | +0.4% | +57.9% |
| 1Y | +99.6% | +99.6% | 0.0% | +55.6% |
| 3Y | +14.5% | +140.3% | -125.8% | -17.8% |
| All | +21.0% | +342.7% | -321.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling