+160.7%
SPMO vs STT
+203.8%
-43.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +3.4% | +2.2% | +1.2% | +2.4% |
| 30D | +0.5% | +3.9% | -3.4% | -1.2% |
| 3M | +1.9% | +19.2% | -17.3% | -5.7% |
| 6M | +27.8% | +60.4% | -32.6% | +3.8% |
| YTD | +26.7% | +51.5% | -24.8% | +5.0% |
| 1Y | +28.9% | +76.3% | -47.4% | -0.3% |
| 3Y | +160.7% | +200.7% | -40.1% | +65.2% |
| All | +160.7% | +203.8% | -43.2% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling