+655.9%
STM vs SPYG
+424.6%
+231.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.4% |
| 7D | -1.4% | -0.9% | -0.5% | -0.1% |
| 30D | -4.9% | -1.5% | -3.4% | -2.7% |
| 3M | -34.0% | +3.7% | -37.7% | -36.2% |
| 6M | +51.8% | +16.4% | +35.4% | +26.6% |
| YTD | +99.4% | +13.3% | +86.0% | +73.3% |
| 1Y | +99.1% | +17.9% | +81.2% | +63.7% |
| 3Y | +19.5% | +98.3% | -78.9% | -51.6% |
| 5Y | +19.5% | +86.4% | -66.9% | -45.9% |
| All | +655.9% | +424.6% | +231.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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