+644.2%
STM vs SPMO
+504.7%
+139.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +16.3% | +9.8% | +6.5% | +3.4% |
| 30D | -6.3% | -9.2% | +2.9% | +6.6% |
| 3M | -14.1% | -11.0% | -3.1% | +0.7% |
| 6M | -19.6% | -6.6% | -12.9% | -8.9% |
| YTD | +80.1% | +13.3% | +66.8% | +62.6% |
| 1Y | +95.4% | +12.7% | +82.7% | +77.4% |
| 3Y | +14.7% | +127.5% | -112.8% | -54.7% |
| 5Y | -5.4% | +117.4% | -122.7% | -60.0% |
| 10Y | +465.5% | +469.5% | -4.0% | +17.8% |
| All | +644.2% | +504.7% | +139.5% | +52.5% |
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 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