+82.5%
SPY vs STM
+20.8%
+61.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | +0.1% | +5.8% | -5.7% | -1.2% |
| 30D | +0.1% | -1.0% | +1.1% | +0.1% |
| 3M | +2.0% | -33.3% | +35.3% | +10.4% |
| 6M | +13.0% | +57.4% | -44.3% | -3.4% |
| YTD | +13.5% | +102.2% | -88.6% | -9.9% |
| 1Y | +20.0% | +99.6% | -79.6% | -5.3% |
| 3Y | +77.2% | +14.5% | +62.7% | +56.4% |
| All | +82.5% | +20.8% | +61.7% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling