+4.9%
STM vs QLD
+140.3%
-135.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +2.4% |
| 7D | -10.7% | -10.3% | -0.5% | -2.6% |
| 30D | -25.7% | -26.1% | +0.3% | -5.0% |
| 3M | -21.6% | -17.8% | -3.8% | -7.8% |
| 6M | -27.8% | -15.6% | -12.2% | -15.0% |
| YTD | +61.8% | +5.4% | +56.4% | +62.2% |
| 1Y | +78.1% | +5.2% | +72.9% | +78.0% |
| 3Y | +4.9% | +139.4% | -134.6% | -44.6% |
| All | +4.9% | +140.3% | -135.4% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling