+98.3%
STM vs QLD
+10.7%
+87.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +3.1% |
| 7D | +12.0% | +7.0% | +5.0% | +4.2% |
| 30D | -0.4% | -14.3% | +14.0% | +16.5% |
| 3M | -13.2% | -16.0% | +2.8% | +4.0% |
| 6M | -26.1% | -14.2% | -11.8% | -12.0% |
| YTD | +81.2% | +12.8% | +68.4% | +69.5% |
| 1Y | +98.3% | +14.1% | +84.2% | +84.1% |
| All | +98.3% | +10.7% | +87.7% | +84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling