+2,766.4%
SPY vs STM
+1,808.6%
+957.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.8% |
| 7D | -2.7% | -10.7% | +8.0% | -0.1% |
| 30D | -5.4% | -25.7% | +20.3% | +1.3% |
| 3M | -4.1% | -21.6% | +17.5% | +0.9% |
| 6M | +0.7% | -27.8% | +28.5% | +5.6% |
| YTD | +8.7% | +61.8% | -53.1% | -8.4% |
| 1Y | +10.9% | +78.1% | -67.2% | -9.0% |
| 3Y | +75.0% | +4.9% | +70.1% | +56.8% |
| 5Y | +67.8% | -14.3% | +82.1% | +54.3% |
| 10Y | +312.9% | +414.1% | -101.2% | +124.3% |
| All | +2,766.4% | +1,808.6% | +957.8% | +995.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling