+444.1%
STM vs SPYM
+310.0%
+134.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.9% |
| 7D | -7.9% | -0.6% | -7.3% | -6.6% |
| 30D | -14.1% | -3.7% | -10.5% | -8.0% |
| 3M | -17.6% | -2.7% | -14.9% | -12.9% |
| 6M | -24.2% | +2.2% | -26.5% | -24.5% |
| YTD | +73.3% | +10.9% | +62.4% | +53.8% |
| 1Y | +90.1% | +11.3% | +78.8% | +67.9% |
| 3Y | +10.3% | +76.8% | -66.5% | -50.2% |
| 5Y | -5.7% | +73.5% | -79.3% | -54.7% |
| 10Y | +444.1% | +307.9% | +136.1% | -15.6% |
| All | +444.1% | +310.0% | +134.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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