+62.3%
STM vs SPYG
+528.0%
-465.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.8% |
| 7D | +12.0% | +2.3% | +9.7% | +8.8% |
| 30D | -0.4% | -6.5% | +6.1% | +9.5% |
| 3M | -13.2% | -6.8% | -6.3% | -3.6% |
| 6M | -26.1% | -3.1% | -22.9% | -20.2% |
| YTD | +81.2% | +8.0% | +73.2% | +71.6% |
| 1Y | +98.3% | +10.2% | +88.1% | +82.8% |
| 3Y | +16.7% | +91.0% | -74.3% | -45.8% |
| 5Y | -4.8% | +67.7% | -72.6% | -46.5% |
| 10Y | +468.8% | +393.9% | +74.9% | -10.3% |
| All | +62.3% | +528.0% | -465.7% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling