+89.4%
STM vs SPOT
-1.8%
+91.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.7% | +6.9% |
| 7D | -5.6% | +2.5% | -8.1% | -5.1% |
| 30D | -14.4% | +15.1% | -29.6% | -12.0% |
| 3M | -20.5% | +24.8% | -45.2% | -17.4% |
| 6M | -24.5% | +45.8% | -70.3% | -21.8% |
| YTD | +72.7% | +4.9% | +67.8% | +73.3% |
| All | +89.4% | -1.8% | +91.2% | +90.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling