+307.9%
SPYM vs STT
+198.3%
+109.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -0.6% | +1.1% | -1.7% | -1.0% |
| 30D | -3.7% | -1.9% | -1.8% | -3.0% |
| 3M | -2.7% | -7.6% | +4.9% | 0.0% |
| 6M | +2.2% | +16.0% | -13.8% | -3.7% |
| YTD | +10.9% | +36.2% | -25.3% | -2.0% |
| 1Y | +11.3% | +46.8% | -35.5% | -4.5% |
| 3Y | +76.8% | +177.8% | -100.9% | +17.9% |
| 5Y | +73.5% | +105.8% | -32.3% | +24.8% |
| 10Y | +307.9% | +197.6% | +110.4% | +142.4% |
| All | +307.9% | +198.3% | +109.6% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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