+644.6%
STM vs SPMO
+514.3%
+130.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | +0.8% |
| 7D | -1.1% | +0.1% | -1.1% | -1.2% |
| 30D | -7.8% | -0.7% | -7.1% | -6.8% |
| 3M | -28.2% | +2.8% | -31.0% | -29.5% |
| 6M | +52.0% | +24.4% | +27.5% | +19.8% |
| YTD | +96.4% | +24.2% | +72.2% | +55.3% |
| 1Y | +98.8% | +24.5% | +74.3% | +56.7% |
| 3Y | +18.3% | +155.6% | -137.3% | -61.2% |
| 5Y | +17.7% | +148.2% | -130.5% | -59.3% |
| All | +644.6% | +514.3% | +130.2% | +29.6% |
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