+461.8%
STM vs QID
-99.1%
+560.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.8% |
| 7D | +16.3% | -11.8% | +28.1% | +7.3% |
| 30D | -6.3% | +14.2% | -20.5% | +5.7% |
| 3M | -14.1% | +8.8% | -22.9% | -5.2% |
| 6M | -19.6% | +1.5% | -21.1% | -9.7% |
| YTD | +80.1% | -23.8% | +103.9% | +73.3% |
| 1Y | +95.4% | -22.0% | +117.4% | +92.1% |
| 3Y | +14.7% | -71.9% | +86.6% | -29.7% |
| 5Y | -5.4% | -77.6% | +72.2% | -33.0% |
| All | +461.8% | -99.1% | +560.9% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling