+761.7%
STM vs PSX
+1,118.1%
-356.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -7.9% | -7.8% | -0.1% | -4.8% |
| 30D | -14.1% | -9.9% | -4.3% | -11.1% |
| 3M | -17.6% | +16.9% | -34.6% | -23.1% |
| 6M | -24.2% | +48.0% | -72.2% | -35.8% |
| YTD | +73.3% | +98.3% | -25.0% | +29.3% |
| 1Y | +90.1% | +86.2% | +3.9% | +45.2% |
| 3Y | +10.3% | +144.0% | -133.6% | -25.6% |
| 5Y | -5.7% | +287.7% | -293.5% | -49.0% |
| 10Y | +444.1% | +338.3% | +105.8% | +155.4% |
| All | +761.7% | +1,118.1% | -356.4% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling