-5.7%
STM vs SPMO
+111.1%
-116.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -7.9% | -2.6% | -5.3% | -3.9% |
| 30D | -14.1% | -14.2% | +0.1% | +6.9% |
| 3M | -17.6% | -12.7% | -4.9% | +0.5% |
| 6M | -24.2% | -9.6% | -14.7% | -9.5% |
| YTD | +73.3% | +9.3% | +64.0% | +63.2% |
| 1Y | +90.1% | +8.2% | +81.9% | +81.0% |
| 3Y | +10.3% | +119.4% | -109.0% | -58.1% |
| 5Y | -5.7% | +112.5% | -118.2% | -63.3% |
| All | -5.7% | +111.1% | -116.8% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling