+21.1%
STM vs SPXS
-85.7%
+106.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | +0.1% |
| 7D | +1.7% | +1.2% | +0.4% | +2.4% |
| 30D | -5.2% | +5.2% | -10.3% | -2.0% |
| 3M | -29.6% | -9.2% | -20.5% | -31.4% |
| 6M | +54.4% | -29.6% | +83.9% | +34.3% |
| YTD | +99.5% | -27.6% | +127.1% | +78.8% |
| 1Y | +100.8% | -36.7% | +137.5% | +69.6% |
| 3Y | +20.2% | -79.8% | +100.0% | -33.5% |
| 5Y | +21.1% | -85.9% | +107.0% | -25.6% |
| All | +21.1% | -85.7% | +106.9% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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