+57.4%
STM vs SPGI
+6.1%
+51.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +0.9% |
| 7D | +5.8% | +0.1% | +5.7% | +5.9% |
| 30D | -1.0% | +8.4% | -9.4% | +4.6% |
| 3M | -33.3% | +11.8% | -45.1% | -25.6% |
| 6M | +57.4% | +5.7% | +51.7% | +73.1% |
| All | +57.4% | +6.1% | +51.2% | +73.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling