+16.1%
STM vs SPYG
+93.4%
-77.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.9% |
| 7D | +16.3% | +4.2% | +12.1% | +9.3% |
| 30D | -6.3% | -7.4% | +1.1% | +6.3% |
| 3M | -14.1% | -5.3% | -8.8% | -5.5% |
| 6M | -19.6% | -1.2% | -18.4% | -14.9% |
| YTD | +80.1% | +9.0% | +71.1% | +67.7% |
| 1Y | +95.4% | +8.8% | +86.6% | +82.1% |
| All | +16.1% | +93.4% | -77.3% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling