-9.2%
STM vs PSX
+289.8%
-299.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +5.9% |
| 7D | -5.6% | -8.0% | +2.4% | -3.0% |
| 30D | -14.4% | -9.0% | -5.4% | -12.3% |
| 3M | -20.5% | +24.7% | -45.2% | -26.7% |
| 6M | -24.5% | +49.3% | -73.9% | -34.7% |
| YTD | +72.7% | +100.2% | -27.5% | +32.3% |
| 1Y | +91.0% | +88.8% | +2.2% | +49.5% |
| 3Y | +13.5% | +152.5% | -139.0% | -21.7% |
| 5Y | -9.2% | +283.2% | -292.4% | -43.9% |
| All | -9.2% | +289.8% | -299.0% | -43.9% |
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