+21.1%
STM vs SPMO
+161.5%
-140.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -1.2% |
| 7D | +5.2% | +3.4% | +1.8% | +0.5% |
| 30D | -7.4% | +0.5% | -7.9% | -7.8% |
| 3M | -30.6% | +1.9% | -32.5% | -31.2% |
| 6M | +66.4% | +27.8% | +38.6% | +25.9% |
| YTD | +101.1% | +26.7% | +74.5% | +54.0% |
| 1Y | +97.4% | +28.9% | +68.5% | +47.7% |
| 3Y | +21.1% | +160.7% | -139.5% | -59.1% |
| All | +21.1% | +161.5% | -140.4% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling