+578.0%
STT vs PSLV
+120.6%
+457.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | +1.0% | +3.3% | -2.4% | +0.6% |
| 30D | +2.8% | +2.1% | +0.7% | +2.5% |
| 3M | +18.1% | +7.1% | +11.0% | +16.9% |
| 6M | +59.2% | -21.6% | +80.8% | +62.6% |
| YTD | +51.5% | -6.7% | +58.2% | +49.5% |
| 1Y | +75.7% | +59.3% | +16.4% | +62.1% |
| 3Y | +200.8% | +182.1% | +18.7% | +157.6% |
| 5Y | +155.8% | +162.6% | -6.8% | +118.9% |
| 10Y | +266.4% | +203.0% | +63.3% | +202.1% |
| All | +578.0% | +120.6% | +457.4% | +421.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling