+21.1%
STM vs QID
-74.5%
+95.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.3% |
| 7D | +5.2% | -2.7% | +7.9% | +3.0% |
| 30D | -7.4% | +1.8% | -9.2% | -5.6% |
| 3M | -30.6% | -2.2% | -28.5% | -27.8% |
| 6M | +66.4% | -32.1% | +98.5% | +38.8% |
| YTD | +101.1% | -28.6% | +129.7% | +76.2% |
| 1Y | +97.4% | -36.3% | +133.7% | +62.4% |
| 3Y | +21.1% | -74.4% | +95.5% | -31.8% |
| All | +21.1% | -74.5% | +95.6% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling