+573.2%
SPMO vs STT
+283.8%
+289.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | -0.4% | +3.9% | -4.2% | -1.6% |
| 3M | -1.9% | +20.0% | -21.8% | -7.4% |
| 6M | +25.0% | +55.3% | -30.3% | +8.7% |
| YTD | +26.0% | +53.3% | -27.3% | +9.8% |
| 1Y | +28.7% | +74.7% | -46.0% | +7.5% |
| 3Y | +160.9% | +205.8% | -44.9% | +82.6% |
| 5Y | +147.9% | +145.0% | +2.9% | +79.8% |
| 10Y | +518.9% | +266.0% | +252.9% | +290.2% |
| All | +573.2% | +283.8% | +289.4% | +324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling