+1,808.6%
STM vs SPY
+2,727.1%
-918.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.0% |
| 7D | -10.7% | -2.7% | -8.0% | -6.6% |
| 30D | -25.7% | -5.4% | -20.3% | -18.6% |
| 3M | -21.6% | -4.1% | -17.5% | -15.6% |
| 6M | -27.8% | +0.7% | -28.5% | -26.3% |
| YTD | +61.8% | +8.7% | +53.1% | +48.7% |
| 1Y | +78.1% | +10.9% | +67.2% | +59.0% |
| 3Y | +4.9% | +75.0% | -70.1% | -51.1% |
| 5Y | -14.3% | +67.8% | -82.1% | -55.8% |
| 10Y | +414.1% | +312.9% | +101.2% | -25.7% |
| All | +1,808.6% | +2,727.1% | -918.4% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling