+100.8%
STM vs SPYG
+20.0%
+80.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.1% |
| 7D | +1.7% | +0.3% | +1.3% | +1.0% |
| 30D | -5.2% | -1.7% | -3.5% | -2.0% |
| 3M | -29.6% | +3.6% | -33.3% | -32.6% |
| 6M | +54.4% | +16.6% | +37.8% | +25.0% |
| YTD | +99.5% | +13.4% | +86.1% | +67.8% |
| 1Y | +100.8% | +19.6% | +81.2% | +56.7% |
| All | +100.8% | +20.0% | +80.8% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling