+10.3%
STM vs SPMO
+122.8%
-112.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -7.9% | -2.6% | -5.3% | -3.8% |
| 30D | -14.1% | -14.2% | +0.1% | +7.3% |
| 3M | -17.6% | -12.7% | -4.9% | +0.8% |
| 6M | -24.2% | -9.6% | -14.7% | -9.1% |
| YTD | +73.3% | +9.3% | +64.0% | +64.5% |
| 1Y | +90.1% | +8.2% | +81.9% | +82.4% |
| 3Y | +10.3% | +119.4% | -109.0% | -53.5% |
| All | +10.3% | +122.8% | -112.4% | -53.5% |
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