+758.6%
STM vs PSX
+1,129.4%
-370.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +5.7% |
| 7D | -5.6% | -8.0% | +2.4% | -2.4% |
| 30D | -14.4% | -9.0% | -5.4% | -11.7% |
| 3M | -20.5% | +24.7% | -45.2% | -27.6% |
| 6M | -24.5% | +49.3% | -73.9% | -36.2% |
| YTD | +72.7% | +100.2% | -27.5% | +28.4% |
| 1Y | +91.0% | +88.8% | +2.2% | +45.1% |
| 3Y | +13.5% | +152.5% | -139.0% | -24.4% |
| 5Y | -9.2% | +283.2% | -292.4% | -50.6% |
| 10Y | +422.5% | +345.8% | +76.7% | +143.7% |
| All | +758.6% | +1,129.4% | -370.8% | +179.7% |
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