+311.5%
SPY vs STM
+653.6%
-342.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.5% | +5.2% | -4.7% | -0.8% |
| 30D | -0.9% | -7.4% | +6.4% | +0.8% |
| 3M | +3.9% | -30.6% | +34.5% | +12.2% |
| 6M | +14.5% | +66.4% | -51.9% | -4.0% |
| YTD | +12.9% | +101.1% | -88.2% | -10.8% |
| 1Y | +19.4% | +97.4% | -78.0% | -6.1% |
| 3Y | +78.5% | +21.1% | +57.3% | +53.4% |
| 5Y | +81.8% | +22.5% | +59.3% | +50.3% |
| 10Y | +311.5% | +657.6% | -346.1% | +123.6% |
| All | +311.5% | +653.6% | -342.1% | +123.6% |
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