+735.4%
STM vs SPMO
+572.4%
+162.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | -0.1% |
| 7D | +5.8% | +2.0% | +3.8% | +3.2% |
| 30D | -1.0% | -0.4% | -0.6% | -0.4% |
| 3M | -33.3% | -1.9% | -31.4% | -30.2% |
| 6M | +57.4% | +25.0% | +32.3% | +24.1% |
| YTD | +102.2% | +26.0% | +76.2% | +58.0% |
| 1Y | +99.6% | +28.7% | +70.9% | +52.0% |
| 3Y | +14.5% | +160.9% | -146.4% | -62.2% |
| 5Y | +21.4% | +147.9% | -126.5% | -56.7% |
| 10Y | +695.0% | +518.9% | +176.0% | +44.0% |
| All | +735.4% | +572.4% | +162.9% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling