-98.7%
STEM vs SPY
+132.5%
-231.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | +0.3% | +15.3% | +14.9% |
| 7D | +13.5% | -2.7% | +16.2% | +24.4% |
| 30D | -43.6% | -5.4% | -38.2% | -33.9% |
| 3M | -56.2% | -4.1% | -52.1% | -50.0% |
| 6M | -76.9% | +0.7% | -77.6% | -75.7% |
| YTD | -83.3% | +8.7% | -91.9% | -84.7% |
| 1Y | -85.5% | +10.9% | -96.3% | -87.1% |
| 3Y | -96.3% | +75.0% | -171.3% | -98.7% |
| 5Y | -99.5% | +67.8% | -167.3% | -99.8% |
| All | -98.7% | +132.5% | -231.2% | -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