-17.9%
STM vs QLD
+61.4%
-79.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -12.7% | +0.3% | -3.4% |
| 7D | -20.1% | -18.6% | -1.5% | -7.6% |
| 30D | -32.0% | -28.3% | -3.7% | -13.8% |
| 3M | -24.2% | -20.4% | -3.8% | -10.6% |
| 6M | -29.9% | -14.3% | -15.7% | -19.8% |
| YTD | +54.9% | +2.8% | +52.1% | +57.8% |
| 1Y | +68.0% | -1.2% | +69.2% | +74.9% |
| 3Y | -0.1% | +135.3% | -135.5% | -41.7% |
| 5Y | -17.9% | +62.6% | -80.5% | -44.7% |
| All | -17.9% | +61.4% | -79.3% | -44.7% |
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 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