+1,019.5%
STX vs PM
+119.0%
+900.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.4% |
| 7D | +2.4% | -4.9% | +7.2% | +2.6% |
| 30D | +1.4% | -3.4% | +4.8% | +1.6% |
| 3M | -8.2% | +5.2% | -13.4% | -9.5% |
| 6M | +127.0% | +3.7% | +123.3% | +123.6% |
| YTD | +209.1% | +15.8% | +193.4% | +198.7% |
| 1Y | +365.4% | +17.4% | +348.1% | +347.2% |
| 3Y | +1,135.4% | +116.9% | +1,018.5% | +834.5% |
| All | +1,019.5% | +119.0% | +900.5% | +773.8% |
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