+311.1%
SPY vs STM
+468.1%
-157.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.4% |
| 7D | -0.9% | +1.4% | -2.4% | -1.5% |
| 30D | -2.4% | -8.4% | +6.0% | -0.7% |
| 3M | -1.2% | -15.8% | +14.7% | +2.3% |
| 6M | +3.3% | -22.8% | +26.1% | +6.4% |
| YTD | +12.3% | +79.4% | -67.1% | -9.7% |
| 1Y | +12.4% | +97.0% | -84.5% | -12.0% |
| 3Y | +78.8% | +14.2% | +64.6% | +54.4% |
| 5Y | +75.2% | -4.5% | +79.6% | +53.7% |
| 10Y | +311.1% | +463.1% | -152.0% | +145.3% |
| All | +311.1% | +468.1% | -157.0% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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