+21.0%
STM vs QLD
+121.5%
-100.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.6% |
| 7D | +5.8% | +0.6% | +5.2% | +5.4% |
| 30D | -1.0% | -0.1% | -0.9% | -0.8% |
| 3M | -33.3% | -8.4% | -24.9% | -28.1% |
| 6M | +57.4% | +32.2% | +25.2% | +33.9% |
| YTD | +102.2% | +28.9% | +73.3% | +75.0% |
| 1Y | +99.6% | +43.8% | +55.8% | +60.0% |
| 3Y | +14.5% | +176.6% | -162.1% | -41.2% |
| All | +21.0% | +121.5% | -100.6% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling