+21.1%
STM vs SPMO
+149.2%
-128.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +1.7% | +2.7% | -1.0% | -2.0% |
| 30D | -5.2% | +1.1% | -6.2% | -6.4% |
| 3M | -29.6% | +2.0% | -31.7% | -30.3% |
| 6M | +54.4% | +26.5% | +27.8% | +17.3% |
| YTD | +99.5% | +26.5% | +73.0% | +51.9% |
| 1Y | +100.8% | +27.9% | +72.8% | +50.5% |
| 3Y | +20.2% | +160.4% | -140.2% | -64.4% |
| 5Y | +21.1% | +151.5% | -130.3% | -62.0% |
| All | +21.1% | +149.2% | -128.0% | -62.0% |
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