+19.4%
SPY vs STM
+95.2%
-75.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +0.5% | +5.2% | -4.7% | -0.1% |
| 30D | -0.9% | -7.4% | +6.4% | -0.1% |
| 3M | +3.9% | -30.6% | +34.5% | +8.0% |
| 6M | +14.5% | +66.4% | -51.9% | +4.1% |
| YTD | +12.9% | +101.1% | -88.2% | +0.1% |
| 1Y | +19.4% | +97.4% | -78.0% | +5.1% |
| All | +19.4% | +95.2% | -75.9% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling