+110.1%
STM vs SPOT
+263.5%
-153.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +4.9% |
| 7D | -10.7% | +1.6% | -12.4% | -11.2% |
| 30D | -25.7% | +17.6% | -43.3% | -29.7% |
| 3M | -21.6% | +26.9% | -48.5% | -28.3% |
| 6M | -27.8% | +41.8% | -69.6% | -37.0% |
| YTD | +61.8% | +3.8% | +57.9% | +52.9% |
| 1Y | +78.1% | -2.5% | +80.6% | +71.5% |
| 3Y | +4.9% | +260.6% | -255.7% | -39.7% |
| 5Y | -14.3% | +108.6% | -122.9% | -45.2% |
| All | +110.1% | +263.5% | -153.3% | -4.7% |
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