-4.6%
STM vs SPG
+84.0%
-88.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | +12.0% | +2.0% | +10.0% | +10.7% |
| 30D | -0.4% | +17.2% | -17.6% | -10.3% |
| 3M | -13.2% | +6.3% | -19.5% | -16.8% |
| 6M | -26.1% | +18.7% | -44.8% | -35.1% |
| YTD | +81.2% | +30.1% | +51.1% | +48.3% |
| 1Y | +98.3% | +32.8% | +65.5% | +59.9% |
| 3Y | +16.7% | +133.6% | -116.9% | -38.6% |
| All | -4.6% | +84.0% | -88.5% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling