+97.0%
STM vs PWR
+36.2%
+60.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +0.7% |
| 7D | +1.4% | +4.7% | -3.3% | -1.6% |
| 30D | -8.4% | -12.5% | +4.1% | -0.6% |
| 3M | -15.8% | -9.3% | -6.5% | -10.7% |
| 6M | -22.8% | -22.2% | -0.7% | -11.5% |
| YTD | +79.4% | +44.2% | +35.2% | +61.3% |
| 1Y | +97.0% | +35.5% | +61.4% | +79.8% |
| All | +97.0% | +36.2% | +60.8% | +79.8% |
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