-15.7%
STM vs SPYM
+68.0%
-83.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +3.9% |
| 7D | -10.7% | -2.7% | -8.1% | -5.9% |
| 30D | -25.7% | -5.4% | -20.4% | -17.3% |
| 3M | -21.6% | -4.1% | -17.5% | -14.6% |
| 6M | -27.8% | +0.8% | -28.6% | -26.3% |
| YTD | +61.8% | +8.8% | +53.0% | +46.6% |
| 1Y | +78.1% | +11.0% | +67.1% | +56.2% |
| 3Y | +4.9% | +75.5% | -70.6% | -55.0% |
| All | -15.7% | +68.0% | -83.7% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling