+465.1%
STM vs SPGI
+333.9%
+131.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.1% |
| 7D | +12.0% | +1.2% | +10.8% | +11.2% |
| 30D | -0.4% | +15.9% | -16.3% | -9.7% |
| 3M | -13.2% | +12.3% | -25.5% | -20.4% |
| 6M | -26.1% | +23.7% | -49.8% | -38.3% |
| YTD | +81.2% | -3.5% | +84.7% | +76.1% |
| 1Y | +98.3% | +0.4% | +97.9% | +86.7% |
| 3Y | +16.7% | +29.9% | -13.2% | -13.0% |
| 5Y | -4.8% | +15.2% | -20.0% | -23.4% |
| All | +465.1% | +333.9% | +131.2% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling