+465.1%
STM vs SPY
+307.0%
+158.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.2% |
| 7D | +12.0% | +2.6% | +9.4% | +7.6% |
| 30D | -0.4% | -2.0% | +1.6% | +3.8% |
| 3M | -13.2% | -2.8% | -10.4% | -8.1% |
| 6M | -26.1% | +2.1% | -28.2% | -26.3% |
| YTD | +81.2% | +11.5% | +69.7% | +59.3% |
| 1Y | +98.3% | +13.5% | +84.8% | +69.9% |
| 3Y | +16.7% | +77.7% | -61.0% | -48.2% |
| 5Y | -4.8% | +72.6% | -77.5% | -54.3% |
| All | +465.1% | +307.0% | +158.0% | -17.0% |
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