+460.5%
SPMO vs STT
+198.3%
+262.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +6.3% | +4.8% | +1.6% | +4.7% |
| 30D | -8.9% | +3.9% | -12.8% | -9.9% |
| 3M | -13.2% | -8.2% | -5.1% | -10.6% |
| 6M | -9.3% | +15.6% | -24.9% | -13.7% |
| YTD | +11.6% | +37.6% | -26.1% | -0.3% |
| 1Y | +13.4% | +50.1% | -36.7% | -1.6% |
| 3Y | +122.9% | +183.1% | -60.2% | +55.4% |
| 5Y | +113.9% | +104.8% | +9.1% | +60.3% |
| All | +460.5% | +198.3% | +262.3% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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