+395.9%
STM vs QID
-100.0%
+495.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.8% | +13.6% | +2.2% |
| 7D | -5.6% | -0.8% | -4.8% | -4.5% |
| 30D | -14.4% | +20.1% | -34.5% | -0.6% |
| 3M | -20.5% | +11.8% | -32.3% | -11.0% |
| 6M | -24.5% | +5.5% | -30.0% | -13.4% |
| YTD | +72.7% | -21.5% | +94.2% | +69.2% |
| 1Y | +91.0% | -22.6% | +113.6% | +86.7% |
| 3Y | +13.5% | -72.3% | +85.8% | -30.6% |
| 5Y | -9.2% | -76.9% | +67.7% | -34.3% |
| 10Y | +422.5% | -99.0% | +521.5% | -15.5% |
| All | +395.9% | -100.0% | +495.8% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling