+153.8%
STT vs PSLV
+153.5%
+0.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.4% |
| 7D | -1.4% | -4.9% | +3.5% | -0.7% |
| 30D | +2.2% | -1.9% | +4.1% | +2.3% |
| 3M | +18.8% | +4.2% | +14.6% | +17.8% |
| 6M | +57.9% | -27.6% | +85.5% | +63.7% |
| YTD | +51.0% | -11.7% | +62.7% | +47.8% |
| 1Y | +77.1% | +49.3% | +27.8% | +57.0% |
| 3Y | +199.8% | +167.1% | +32.7% | +134.4% |
| All | +153.8% | +153.5% | +0.3% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 5y: compounded portfolio wealth divided by compounded PSLV 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…
5y analysis · Full analysis span regression · 6 months rolling