+1,727.7%
STM vs SPGI
+10,787.0%
-9,059.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.9% | -10.5% | -11.3% |
| 7D | -20.1% | +2.6% | -22.6% | -21.3% |
| 30D | -32.0% | +19.3% | -51.2% | -38.7% |
| 3M | -24.2% | +15.5% | -39.6% | -31.0% |
| 6M | -29.9% | +18.3% | -48.3% | -38.7% |
| YTD | +54.9% | -3.8% | +58.7% | +49.9% |
| 1Y | +68.0% | +1.3% | +66.6% | +57.5% |
| 3Y | -0.1% | +33.6% | -33.7% | -21.5% |
| 5Y | -17.9% | +13.2% | -31.1% | -29.1% |
| 10Y | +392.2% | +346.3% | +45.9% | +98.9% |
| All | +1,727.7% | +10,787.0% | -9,059.3% | +50.1% |
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 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