+392.6%
STM vs SPG
+109.7%
+282.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.1% |
| 7D | -10.7% | +4.9% | -15.6% | -12.4% |
| 30D | -25.7% | +15.6% | -41.3% | -29.8% |
| 3M | -21.6% | +4.1% | -25.6% | -22.9% |
| 6M | -27.8% | +13.6% | -41.4% | -31.9% |
| YTD | +61.8% | +27.5% | +34.2% | +45.9% |
| 1Y | +78.1% | +32.2% | +45.9% | +58.4% |
| 3Y | +4.9% | +126.0% | -121.1% | -23.4% |
| 5Y | -14.3% | +74.7% | -89.0% | -32.7% |
| All | +392.6% | +109.7% | +282.9% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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