+975.6%
STM vs SPXU
-100.0%
+1,075.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.6% |
| 7D | +5.8% | -0.1% | +5.9% | +5.8% |
| 30D | -1.0% | +0.8% | -1.8% | -0.3% |
| 3M | -33.3% | -4.7% | -28.6% | -32.8% |
| 6M | +57.4% | -29.6% | +87.0% | +38.6% |
| YTD | +102.2% | -29.9% | +132.1% | +79.7% |
| 1Y | +99.6% | -39.1% | +138.7% | +67.2% |
| 3Y | +14.5% | -80.0% | +94.5% | -35.0% |
| 5Y | +21.4% | -86.0% | +107.4% | -24.8% |
| 10Y | +695.0% | -99.5% | +794.5% | +53.8% |
| All | +975.6% | -100.0% | +1,075.6% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling