+708.1%
STX vs PM
+147.1%
+561.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.1% | +8.9% | +10.2% |
| 7D | -1.0% | -7.1% | +6.1% | -2.4% |
| 30D | -26.8% | -2.8% | -24.0% | -26.9% |
| 3M | -32.7% | +6.3% | -39.0% | -31.5% |
| 6M | -33.7% | +9.6% | -43.4% | -32.2% |
| YTD | +101.0% | +25.6% | +75.4% | +107.2% |
| 1Y | +92.7% | +29.7% | +63.0% | +99.0% |
| All | +708.1% | +147.1% | +561.1% | +700.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling