+905.3%
STM vs PSX
+1,139.4%
-234.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.8% | +4.5% | +1.3% | +4.0% |
| 30D | -1.0% | +26.6% | -27.6% | -9.8% |
| 3M | -33.3% | +39.3% | -72.5% | -41.5% |
| 6M | +57.4% | +56.8% | +0.5% | +30.4% |
| YTD | +102.2% | +101.8% | +0.4% | +50.9% |
| 1Y | +99.6% | +99.6% | 0.0% | +48.8% |
| 3Y | +14.5% | +140.3% | -125.8% | -22.0% |
| 5Y | +21.4% | +339.3% | -318.0% | -37.6% |
| 10Y | +695.0% | +369.9% | +325.1% | +266.0% |
| All | +905.3% | +1,139.4% | -234.2% | +228.9% |
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 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