+480.6%
STM vs QID
-100.0%
+580.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.6% |
| 7D | +5.8% | -0.6% | +6.4% | +5.4% |
| 30D | -1.0% | 0.0% | -1.0% | -0.5% |
| 3M | -33.3% | +3.7% | -37.0% | -27.4% |
| 6M | +57.4% | -29.9% | +87.2% | +36.6% |
| YTD | +102.2% | -28.8% | +131.0% | +79.4% |
| 1Y | +99.6% | -37.2% | +136.8% | +66.0% |
| 3Y | +14.5% | -73.7% | +88.2% | -34.1% |
| 5Y | +21.4% | -80.7% | +102.1% | -24.1% |
| 10Y | +695.0% | -99.1% | +794.1% | +15.3% |
| All | +480.6% | -100.0% | +580.6% | -82.3% |
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