+102.4%
STM vs SPXU
-38.2%
+140.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | +1.0% |
| 7D | +5.2% | -1.5% | +6.7% | +3.8% |
| 30D | -7.4% | +3.7% | -11.1% | -4.0% |
| 3M | -30.6% | -9.6% | -21.1% | -34.0% |
| 6M | +66.4% | -32.4% | +98.7% | +33.0% |
| YTD | +101.1% | -28.7% | +129.8% | +69.2% |
| All | +102.4% | -38.2% | +140.6% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling