+328.1%
STM vs SPYM
+807.3%
-479.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.9% |
| 7D | -7.9% | -0.6% | -7.3% | -6.8% |
| 30D | -14.1% | -3.7% | -10.5% | -8.7% |
| 3M | -17.6% | -2.7% | -14.9% | -13.4% |
| 6M | -24.2% | +2.2% | -26.5% | -24.4% |
| YTD | +73.3% | +10.9% | +62.4% | +56.1% |
| 1Y | +90.1% | +11.3% | +78.8% | +70.5% |
| 3Y | +10.3% | +76.8% | -66.5% | -45.7% |
| 5Y | -5.7% | +73.5% | -79.3% | -50.5% |
| 10Y | +444.1% | +307.9% | +136.1% | +1.6% |
| All | +328.1% | +807.3% | -479.2% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling