+809.6%
SPYM vs STT
+368.1%
+441.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | -3.3% | -2.3% | -1.0% | -2.7% |
| 3M | -2.4% | -7.0% | +4.6% | -0.6% |
| 6M | +2.6% | +15.5% | -12.9% | -1.5% |
| YTD | +11.3% | +35.6% | -24.3% | +2.1% |
| 1Y | +13.5% | +47.9% | -34.4% | +1.7% |
| 3Y | +80.3% | +181.1% | -100.8% | +35.4% |
| 5Y | +72.7% | +108.2% | -35.5% | +37.4% |
| 10Y | +312.2% | +201.0% | +111.2% | +186.4% |
| All | +809.6% | +368.1% | +441.4% | +384.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling