+3,343.4%
STX vs PSLV
+190.6%
+3,152.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -2.3% | -3.5% | +1.2% | -1.3% |
| 30D | -5.5% | -2.1% | -3.3% | -5.1% |
| 3M | -4.3% | -1.6% | -2.7% | -4.2% |
| 6M | +115.6% | -25.5% | +141.1% | +131.2% |
| YTD | +202.2% | -11.4% | +213.6% | +205.7% |
| 1Y | +325.3% | +48.6% | +276.7% | +277.0% |
| 3Y | +1,283.9% | +166.9% | +1,117.0% | +967.5% |
| 5Y | +1,048.3% | +152.4% | +895.9% | +778.4% |
| All | +3,343.4% | +190.6% | +3,152.9% | +2,167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling