-4.5%
STM vs SPGI
+14.7%
-19.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +1.4% | -1.4% | +2.8% | +2.1% |
| 30D | -8.4% | +15.3% | -23.6% | -13.8% |
| 3M | -15.8% | +16.5% | -32.3% | -21.8% |
| 6M | -22.8% | +19.8% | -42.7% | -30.8% |
| YTD | +79.4% | -3.2% | +82.6% | +80.9% |
| 1Y | +97.0% | +1.8% | +95.2% | +91.5% |
| 3Y | +14.2% | +30.6% | -16.4% | -11.6% |
| 5Y | -4.5% | +16.0% | -20.5% | -24.3% |
| All | -4.5% | +14.7% | -19.2% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling