+2,285.7%
STM vs SPG
+4,760.8%
-2,475.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +5.8% | -2.4% | +8.2% | +6.8% |
| 30D | -1.0% | -6.8% | +5.8% | +1.9% |
| 3M | -33.3% | +2.7% | -35.9% | -34.5% |
| 6M | +57.4% | +5.5% | +51.9% | +52.8% |
| YTD | +102.2% | +15.7% | +86.5% | +88.5% |
| 1Y | +99.6% | +20.9% | +78.7% | +82.5% |
| 3Y | +14.5% | +112.4% | -97.9% | -17.1% |
| 5Y | +21.4% | +101.4% | -80.0% | -10.5% |
| 10Y | +695.0% | +60.6% | +634.3% | +456.4% |
| All | +2,285.7% | +4,760.8% | -2,475.1% | +303.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling