+818.1%
SPYM vs STT
+377.1%
+440.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | -0.9% | +0.4% | -1.4% | -1.0% |
| 30D | -2.4% | -0.4% | -1.9% | -2.2% |
| 3M | -1.1% | -6.5% | +5.3% | +0.6% |
| 6M | +3.3% | +17.2% | -13.9% | -1.2% |
| YTD | +12.4% | +38.2% | -25.9% | +2.6% |
| 1Y | +12.5% | +49.3% | -36.8% | +0.6% |
| 3Y | +79.1% | +181.9% | -102.8% | +34.4% |
| 5Y | +75.7% | +106.9% | -31.2% | +40.0% |
| 10Y | +313.9% | +203.1% | +110.7% | +186.8% |
| All | +818.1% | +377.1% | +440.9% | +386.3% |
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