+19.5%
STM vs SPYM
+77.4%
-57.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | -0.2% |
| 7D | -1.4% | -0.8% | -0.6% | +0.2% |
| 30D | -4.9% | -1.1% | -3.9% | -2.8% |
| 3M | -34.0% | +3.9% | -37.9% | -37.9% |
| 6M | +51.8% | +13.6% | +38.2% | +22.9% |
| YTD | +99.4% | +12.7% | +86.6% | +64.7% |
| 1Y | +99.1% | +17.6% | +81.5% | +52.7% |
| 3Y | +19.5% | +77.2% | -57.8% | -51.7% |
| All | +19.5% | +77.4% | -57.9% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling