+161.3%
STM vs SPOT
+218.6%
-57.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +5.2% | -2.9% | +8.1% | +6.1% |
| 30D | -7.4% | +8.3% | -15.7% | -10.1% |
| 3M | -30.6% | +5.1% | -35.7% | -32.5% |
| 6M | +66.4% | -6.5% | +72.8% | +66.1% |
| YTD | +101.1% | -9.0% | +110.1% | +100.2% |
| 1Y | +97.4% | -26.4% | +123.8% | +110.2% |
| 3Y | +21.1% | +240.0% | -218.9% | -29.0% |
| 5Y | +22.5% | +111.7% | -89.3% | -22.0% |
| All | +161.3% | +218.6% | -57.3% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling