+444.1%
STM vs SPGI
+335.3%
+108.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -7.9% | +1.6% | -9.5% | -8.8% |
| 30D | -14.1% | +16.1% | -30.2% | -22.2% |
| 3M | -17.6% | +15.5% | -33.1% | -25.9% |
| 6M | -24.2% | +19.6% | -43.9% | -35.5% |
| YTD | +73.3% | -3.6% | +76.9% | +68.5% |
| 1Y | +90.1% | +2.2% | +87.9% | +76.4% |
| 3Y | +10.3% | +30.1% | -19.8% | -17.9% |
| 5Y | -5.7% | +14.9% | -20.7% | -23.9% |
| 10Y | +444.1% | +334.0% | +110.1% | +79.3% |
| All | +444.1% | +335.3% | +108.8% | +79.3% |
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 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