+89.4%
STM vs QID
-20.3%
+109.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.8% | +13.6% | -0.3% |
| 7D | -5.6% | -0.8% | -4.8% | -4.4% |
| 30D | -14.4% | +20.1% | -34.5% | +7.4% |
| 3M | -20.5% | +11.8% | -32.3% | -5.9% |
| 6M | -24.5% | +5.5% | -30.0% | -8.1% |
| YTD | +72.7% | -21.5% | +94.2% | +68.9% |
| All | +89.4% | -20.3% | +109.7% | +90.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling