+664.5%
STM vs SPYM
+316.7%
+347.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | +1.7% | -0.4% | +2.0% | +2.2% |
| 30D | -5.2% | -1.4% | -3.8% | -3.0% |
| 3M | -29.6% | +3.7% | -33.3% | -32.6% |
| 6M | +54.4% | +13.0% | +41.3% | +30.8% |
| YTD | +99.5% | +12.5% | +87.1% | +71.4% |
| 1Y | +100.8% | +18.6% | +82.1% | +59.2% |
| 3Y | +20.2% | +78.0% | -57.9% | -46.8% |
| 5Y | +21.1% | +82.3% | -61.2% | -46.3% |
| 10Y | +664.5% | +322.9% | +341.7% | +13.1% |
| All | +664.5% | +316.7% | +347.8% | +13.1% |
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