+465.1%
STM vs SPMO
+460.5%
+4.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +2.6% |
| 7D | +12.0% | +6.3% | +5.7% | +3.4% |
| 30D | -0.4% | -8.9% | +8.5% | +13.0% |
| 3M | -13.2% | -13.2% | 0.0% | +5.5% |
| 6M | -26.1% | -9.3% | -16.8% | -13.1% |
| YTD | +81.2% | +11.6% | +69.6% | +66.1% |
| 1Y | +98.3% | +13.4% | +84.9% | +78.1% |
| 3Y | +16.7% | +122.9% | -106.2% | -54.2% |
| 5Y | -4.8% | +113.9% | -118.8% | -60.1% |
| All | +465.1% | +460.5% | +4.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling