+392.6%
STM vs QLD
+1,375.1%
-982.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +2.7% |
| 7D | -10.7% | -10.3% | -0.5% | -3.8% |
| 30D | -25.7% | -26.1% | +0.3% | -8.5% |
| 3M | -21.6% | -17.8% | -3.8% | -10.0% |
| 6M | -27.8% | -15.6% | -12.2% | -16.9% |
| YTD | +61.8% | +5.4% | +56.4% | +61.3% |
| 1Y | +78.1% | +5.2% | +72.9% | +77.1% |
| 3Y | +4.9% | +139.4% | -134.6% | -40.7% |
| 5Y | -14.3% | +66.7% | -81.0% | -43.1% |
| All | +392.6% | +1,375.1% | -982.5% | -26.7% |
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