+399.5%
STM vs SPYM
+829.4%
-429.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.4% |
| 7D | +5.8% | +0.1% | +5.7% | +5.6% |
| 30D | -1.0% | +0.1% | -1.1% | -1.0% |
| 3M | -33.3% | +2.0% | -35.3% | -34.0% |
| 6M | +57.4% | +13.1% | +44.3% | +36.0% |
| YTD | +102.2% | +13.6% | +88.6% | +74.2% |
| 1Y | +99.6% | +20.1% | +79.5% | +59.6% |
| 3Y | +14.5% | +77.6% | -63.0% | -44.6% |
| 5Y | +21.4% | +82.5% | -61.2% | -41.1% |
| 10Y | +695.0% | +317.6% | +377.4% | +42.1% |
| All | +399.5% | +829.4% | -429.9% | -62.7% |
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 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