+96.5%
STM vs SPGI
+3.2%
+93.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.4% | -9.4% | -4.9% |
| 7D | -6.0% | +7.2% | -13.2% | -3.7% |
| 30D | -20.9% | +23.2% | -44.2% | -15.3% |
| 3M | -15.8% | +17.0% | -32.8% | -10.8% |
| 6M | -17.0% | +20.4% | -37.5% | -10.4% |
| YTD | +76.8% | -1.9% | +78.7% | +104.2% |
| 1Y | +96.5% | +2.9% | +93.6% | +122.3% |
| All | +96.5% | +3.2% | +93.3% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling