+4,259.5%
STX vs PM
+832.2%
+3,427.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -28.5% | -5.2% | -23.3% | -26.9% |
| 30D | -42.9% | +2.7% | -45.6% | -43.6% |
| 3M | -45.9% | +6.1% | -52.0% | -47.4% |
| 6M | -41.3% | +18.0% | -59.3% | -46.3% |
| YTD | +67.9% | +26.6% | +41.4% | +48.2% |
| 1Y | +66.5% | +36.7% | +29.8% | +41.7% |
| 3Y | +588.0% | +146.0% | +442.0% | +328.6% |
| 5Y | +449.1% | +164.1% | +285.0% | +226.4% |
| 10Y | +1,982.8% | +238.8% | +1,744.0% | +945.3% |
| All | +4,259.5% | +832.2% | +3,427.2% | +1,160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling