+97.0%
STM vs Q
+28.9%
+68.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +1.8% |
| 7D | +1.4% | +6.6% | -5.1% | -2.7% |
| 30D | -8.4% | +2.7% | -11.1% | -9.8% |
| 3M | -15.8% | -8.4% | -7.4% | -10.7% |
| 6M | -22.8% | -17.3% | -5.5% | -12.9% |
| YTD | +79.4% | +55.3% | +24.1% | +49.1% |
| 1Y | +97.0% | +31.5% | +65.5% | +73.2% |
| All | +97.0% | +28.9% | +68.1% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling