+4.9%
STM vs SPOT
+255.6%
-250.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +4.5% |
| 7D | -10.7% | +1.6% | -12.4% | -10.8% |
| 30D | -25.7% | +17.6% | -43.3% | -26.6% |
| 3M | -21.6% | +26.9% | -48.5% | -23.5% |
| 6M | -27.8% | +41.8% | -69.6% | -31.2% |
| YTD | +61.8% | +3.8% | +57.9% | +61.4% |
| 1Y | +78.1% | -2.5% | +80.6% | +79.9% |
| 3Y | +4.9% | +260.6% | -255.7% | -9.5% |
| All | +4.9% | +255.6% | -250.7% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling