+89.4%
STM vs PWR
+30.1%
+59.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.4% | -2.6% | +0.5% |
| 7D | -5.6% | -4.8% | -0.8% | -2.9% |
| 30D | -14.4% | -16.2% | +1.8% | -4.5% |
| 3M | -20.5% | -11.9% | -8.5% | -14.0% |
| 6M | -24.5% | -20.6% | -3.9% | -13.6% |
| YTD | +72.7% | +40.3% | +32.4% | +58.2% |
| All | +89.4% | +30.1% | +59.3% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 1y: compounded portfolio wealth divided by compounded PWR 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…
1y analysis · Full analysis span regression · 6 months rolling