+11,799.4%
STX vs PSLV
+115.4%
+11,684.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.6% |
| 7D | +10.7% | +2.7% | +8.1% | +10.0% |
| 30D | +11.3% | +3.5% | +7.8% | +10.3% |
| 3M | +3.2% | +0.3% | +2.9% | +2.9% |
| 6M | +157.0% | -21.0% | +178.0% | +168.1% |
| YTD | +229.2% | -8.9% | +238.1% | +231.5% |
| 1Y | +381.8% | +54.0% | +327.9% | +340.4% |
| 3Y | +1,383.2% | +175.4% | +1,207.7% | +1,124.5% |
| 5Y | +1,144.9% | +157.7% | +987.2% | +926.9% |
| 10Y | +3,676.0% | +184.9% | +3,491.1% | +2,878.7% |
| All | +11,799.4% | +115.4% | +11,684.0% | +8,552.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling