-4.6%
STM vs SPY
+72.1%
-76.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.2% |
| 7D | +12.0% | +2.6% | +9.4% | +7.1% |
| 30D | -0.4% | -2.0% | +1.6% | +4.1% |
| 3M | -13.2% | -2.8% | -10.4% | -7.7% |
| 6M | -26.1% | +2.1% | -28.2% | -26.4% |
| YTD | +81.2% | +11.5% | +69.7% | +57.6% |
| 1Y | +98.3% | +13.5% | +84.8% | +67.8% |
| 3Y | +16.7% | +77.7% | -61.0% | -50.6% |
| All | -4.6% | +72.1% | -76.7% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling