+22.5%
STM vs SPXU
-86.0%
+108.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | +0.5% |
| 7D | +5.2% | -1.5% | +6.7% | +4.3% |
| 30D | -7.4% | +3.7% | -11.1% | -5.1% |
| 3M | -30.6% | -9.6% | -21.1% | -32.6% |
| 6M | +66.4% | -32.4% | +98.7% | +41.5% |
| YTD | +101.1% | -28.7% | +129.8% | +78.6% |
| 1Y | +97.4% | -38.2% | +135.6% | +64.4% |
| 3Y | +21.1% | -80.4% | +101.6% | -34.1% |
| 5Y | +22.5% | -86.0% | +108.5% | -25.3% |
| All | +22.5% | -86.0% | +108.5% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPXU 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling