+505.5%
SPMO vs STT
+245.0%
+260.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +9.8% | +5.1% | +4.7% | +8.1% |
| 30D | -9.2% | -0.2% | -9.0% | -9.0% |
| 3M | -11.0% | -8.1% | -2.8% | -8.5% |
| 6M | -6.6% | +16.6% | -23.3% | -11.1% |
| YTD | +13.3% | +37.8% | -24.5% | +2.2% |
| 1Y | +12.7% | +46.8% | -34.2% | -0.4% |
| 3Y | +127.5% | +181.2% | -53.7% | +63.8% |
| 5Y | +117.4% | +105.1% | +12.2% | +66.7% |
| 10Y | +469.5% | +202.3% | +267.2% | +273.5% |
| All | +505.5% | +245.0% | +260.5% | +295.6% |
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 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