+309.3%
SPY vs STM
+467.4%
-158.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +3.3% | +16.3% | -13.0% | -0.7% |
| 30D | -2.7% | -6.3% | +3.6% | -1.6% |
| 3M | -1.7% | -14.1% | +12.4% | +1.1% |
| 6M | +3.1% | -19.6% | +22.7% | +5.1% |
| YTD | +11.9% | +80.1% | -68.2% | -10.1% |
| 1Y | +12.0% | +95.4% | -83.4% | -12.2% |
| 3Y | +78.2% | +14.7% | +63.5% | +53.7% |
| 5Y | +73.2% | -5.4% | +78.6% | +52.5% |
| All | +309.3% | +467.4% | -158.1% | +143.8% |
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