+422.5%
STM vs SPY
+315.0%
+107.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +2.9% |
| 7D | -5.6% | +0.1% | -5.7% | -5.3% |
| 30D | -14.4% | -3.3% | -11.1% | -8.8% |
| 3M | -20.5% | -2.4% | -18.0% | -16.3% |
| 6M | -24.5% | +2.6% | -27.1% | -25.1% |
| YTD | +72.7% | +11.2% | +61.4% | +52.4% |
| 1Y | +91.0% | +13.4% | +77.6% | +63.7% |
| 3Y | +13.5% | +79.9% | -66.4% | -50.6% |
| 5Y | -9.2% | +72.2% | -81.4% | -56.2% |
| 10Y | +422.5% | +307.3% | +115.2% | -23.0% |
| All | +422.5% | +315.0% | +107.5% | -23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling