+21.0%
STM vs SPGI
+8.3%
+12.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.6% |
| 7D | +5.8% | +0.1% | +5.7% | +5.6% |
| 30D | -1.0% | +8.4% | -9.4% | -5.0% |
| 3M | -33.3% | +11.8% | -45.1% | -37.9% |
| 6M | +57.4% | +5.7% | +51.7% | +49.5% |
| YTD | +102.2% | -9.7% | +111.9% | +110.4% |
| 1Y | +99.6% | -12.5% | +112.1% | +110.5% |
| 3Y | +14.5% | +21.8% | -7.3% | -8.6% |
| All | +21.0% | +8.3% | +12.7% | 0.0% |
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 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