-60.9%
STEM vs SPY
+20.8%
-81.7%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +2.6% |
| 7D | +2.4% | +0.1% | +2.3% | +1.8% |
| 30D | -4.0% | +0.1% | -4.0% | -3.9% |
| 3M | -39.3% | +2.0% | -41.3% | -42.4% |
| 6M | -44.6% | +13.0% | -57.6% | -64.3% |
| YTD | -63.0% | +13.5% | -76.5% | -76.7% |
| 1Y | -60.9% | +20.0% | -80.8% | -78.5% |
| All | -60.9% | +20.8% | -81.7% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling