+657.6%
STM vs SPG
+61.5%
+596.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.0% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | -7.4% | -4.9% | -2.4% | -5.6% |
| 3M | -30.6% | +3.3% | -33.9% | -31.9% |
| 6M | +66.4% | +11.2% | +55.2% | +58.6% |
| YTD | +101.1% | +17.1% | +84.1% | +87.8% |
| 1Y | +97.4% | +21.6% | +75.8% | +81.4% |
| 3Y | +21.1% | +111.9% | -90.7% | -9.0% |
| 5Y | +22.5% | +106.9% | -84.5% | -7.6% |
| 10Y | +657.6% | +62.2% | +595.4% | +461.9% |
| All | +657.6% | +61.5% | +596.0% | +461.9% |
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