+664.5%
STM vs QID
-99.1%
+763.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.5% |
| 7D | +1.7% | -1.9% | +3.6% | +0.4% |
| 30D | -5.2% | +1.7% | -6.9% | -3.7% |
| 3M | -29.6% | -3.9% | -25.7% | -27.8% |
| 6M | +54.4% | -30.0% | +84.3% | +33.2% |
| YTD | +99.5% | -28.2% | +127.7% | +77.6% |
| 1Y | +100.8% | -35.6% | +136.4% | +69.2% |
| 3Y | +20.2% | -74.3% | +94.4% | -32.3% |
| 5Y | +21.1% | -80.8% | +102.0% | -24.7% |
| 10Y | +664.5% | -99.2% | +763.7% | +8.8% |
| All | +664.5% | -99.1% | +763.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded QID 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling