-83.7%
STEM vs SPY
+14.6%
-98.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +1.7% | +19.9% | +15.2% |
| 7D | +12.5% | -0.7% | +13.2% | +16.6% |
| 30D | -32.2% | -1.0% | -31.2% | -28.4% |
| 3M | -51.8% | -0.3% | -51.5% | -50.4% |
| 6M | -71.6% | +7.3% | -78.9% | -77.0% |
| YTD | -80.9% | +13.3% | -94.2% | -87.1% |
| 1Y | -83.7% | +14.8% | -98.5% | -89.3% |
| All | -83.7% | +14.6% | -98.3% | -89.3% |
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