-9.2%
STM vs SPXU
-83.1%
+73.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -7.0% | +13.8% | +2.5% |
| 7D | -5.6% | -1.5% | -4.1% | -5.1% |
| 30D | -14.4% | +9.7% | -24.1% | -7.5% |
| 3M | -20.5% | +8.4% | -28.9% | -14.0% |
| 6M | -24.5% | -5.7% | -18.8% | -21.9% |
| YTD | +72.7% | -25.4% | +98.1% | +61.8% |
| 1Y | +91.0% | -28.9% | +119.9% | +75.6% |
| 3Y | +13.5% | -81.2% | +94.7% | -38.4% |
| 5Y | -9.2% | -83.3% | +74.1% | -39.1% |
| All | -9.2% | -83.1% | +73.9% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling