+123.8%
STX vs PM
+48.8%
+75.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.6% | -9.7% | -7.3% |
| 7D | -20.2% | +4.3% | -24.5% | -18.4% |
| 30D | -37.2% | +11.5% | -48.7% | -33.4% |
| 3M | -34.1% | +13.0% | -47.1% | -29.4% |
| 6M | -24.5% | +25.9% | -50.4% | -17.8% |
| YTD | +102.9% | +34.0% | +68.9% | +143.7% |
| 1Y | +123.8% | +46.9% | +76.9% | +174.5% |
| All | +123.8% | +48.8% | +75.0% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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