+476.2%
STX vs PM
+163.6%
+312.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.1% |
| 7D | +14.6% | +0.5% | +14.1% | +14.6% |
| 30D | -26.0% | -3.2% | -22.7% | -25.8% |
| 3M | -42.6% | +6.2% | -48.8% | -42.6% |
| 6M | -35.3% | +7.7% | -42.9% | -35.6% |
| YTD | +92.5% | +27.3% | +65.2% | +85.9% |
| 1Y | +102.4% | +32.8% | +69.6% | +93.7% |
| 3Y | +673.8% | +150.0% | +523.8% | +473.8% |
| All | +476.2% | +163.6% | +312.6% | +335.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling