+371.7%
STM vs QLD
+1,338.5%
-966.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -12.7% | +0.3% | -3.7% |
| 7D | -20.1% | -18.6% | -1.5% | -8.0% |
| 30D | -32.0% | -28.3% | -3.7% | -14.4% |
| 3M | -24.2% | -20.4% | -3.8% | -11.0% |
| 6M | -29.9% | -14.3% | -15.7% | -20.1% |
| YTD | +54.9% | +2.8% | +52.1% | +57.0% |
| 1Y | +68.0% | -1.2% | +69.2% | +74.1% |
| 3Y | -0.1% | +135.3% | -135.5% | -42.9% |
| 5Y | -17.9% | +62.6% | -80.5% | -44.6% |
| All | +371.7% | +1,338.5% | -966.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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