+67.6%
SPY vs STM
-15.6%
+83.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.7% |
| 7D | -2.7% | -10.7% | +8.0% | -0.4% |
| 30D | -5.4% | -25.7% | +20.3% | +0.8% |
| 3M | -4.1% | -21.6% | +17.5% | +0.5% |
| 6M | +0.7% | -27.8% | +28.5% | +4.8% |
| YTD | +8.7% | +61.8% | -53.1% | -9.9% |
| 1Y | +10.9% | +78.1% | -67.2% | -10.6% |
| 3Y | +75.0% | +4.9% | +70.1% | +54.2% |
| All | +67.6% | -15.6% | +83.2% | +49.5% |
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