+1,808.6%
STM vs SPGI
+10,680.7%
-8,872.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.0% |
| 7D | -10.7% | +0.3% | -11.0% | -11.0% |
| 30D | -25.7% | +18.4% | -44.1% | -32.8% |
| 3M | -21.6% | +15.7% | -37.3% | -28.7% |
| 6M | -27.8% | +17.3% | -45.1% | -36.5% |
| YTD | +61.8% | -4.7% | +66.5% | +57.4% |
| 1Y | +78.1% | +1.8% | +76.3% | +66.5% |
| 3Y | +4.9% | +31.7% | -26.8% | -16.9% |
| 5Y | -14.3% | +12.1% | -26.3% | -25.6% |
| 10Y | +414.1% | +341.9% | +72.1% | +108.8% |
| All | +1,808.6% | +10,680.7% | -8,872.1% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling