+66.5%
STX vs PM
+38.0%
+28.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.9% |
| 7D | -28.5% | -5.2% | -23.3% | -30.2% |
| 30D | -42.9% | +2.7% | -45.6% | -41.6% |
| 3M | -45.9% | +6.1% | -52.0% | -43.6% |
| 6M | -41.3% | +18.0% | -59.3% | -37.6% |
| YTD | +67.9% | +26.6% | +41.4% | +97.2% |
| 1Y | +66.5% | +36.7% | +29.8% | +101.5% |
| All | +66.5% | +38.0% | +28.5% | +101.5% |
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