-98.7%
STEM vs SPY
+140.3%
-239.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +2.5% |
| 7D | -13.5% | -0.9% | -12.6% | -9.2% |
| 30D | -38.7% | -2.4% | -36.3% | -32.8% |
| 3M | -57.7% | -1.2% | -56.6% | -54.7% |
| 6M | -72.7% | +3.3% | -76.0% | -72.9% |
| YTD | -83.5% | +12.3% | -95.7% | -85.9% |
| 1Y | -86.6% | +12.4% | -99.1% | -88.5% |
| 3Y | -95.6% | +78.8% | -174.4% | -98.6% |
| 5Y | -99.5% | +75.2% | -174.7% | -99.8% |
| All | -98.7% | +140.3% | -239.0% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling