+97.4%
STM vs SPOT
-25.6%
+123.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.6% |
| 7D | +5.2% | -2.9% | +8.1% | +5.1% |
| 30D | -7.4% | +8.3% | -15.7% | -7.2% |
| 3M | -30.6% | +5.1% | -35.7% | -30.4% |
| 6M | +66.4% | -6.5% | +72.8% | +68.1% |
| YTD | +101.1% | -9.0% | +110.1% | +101.2% |
| 1Y | +97.4% | -26.4% | +123.8% | +110.2% |
| All | +97.4% | -25.6% | +123.0% | +110.2% |
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