+657.6%
STM vs SPY
+311.3%
+346.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.4% |
| 7D | +5.2% | +0.5% | +4.7% | +4.3% |
| 30D | -7.4% | -0.9% | -6.4% | -5.9% |
| 3M | -30.6% | +3.9% | -34.5% | -33.7% |
| 6M | +66.4% | +14.5% | +51.9% | +38.0% |
| YTD | +101.1% | +12.9% | +88.2% | +71.5% |
| 1Y | +97.4% | +19.4% | +78.0% | +54.6% |
| 3Y | +21.1% | +78.5% | -57.3% | -47.1% |
| 5Y | +22.5% | +81.8% | -59.3% | -46.1% |
| 10Y | +657.6% | +311.5% | +346.1% | +9.7% |
| All | +657.6% | +311.3% | +346.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling