+21.0%
STM vs SPOT
+107.9%
-86.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.0% | +2.7% |
| 7D | +5.8% | -0.9% | +6.7% | +6.0% |
| 30D | -1.0% | +12.5% | -13.5% | -4.6% |
| 3M | -33.3% | +9.9% | -43.2% | -35.6% |
| 6M | +57.4% | +1.6% | +55.8% | +53.6% |
| YTD | +102.2% | -6.6% | +108.8% | +100.7% |
| 1Y | +99.6% | -22.9% | +122.5% | +110.1% |
| 3Y | +14.5% | +244.3% | -229.8% | -33.1% |
| All | +21.0% | +107.9% | -86.9% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling