+64.7%
STM vs QS
-60.6%
+125.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.8% | +8.3% | +1.3% |
| 7D | +16.3% | -5.6% | +21.9% | +17.0% |
| 30D | -6.3% | -5.8% | -0.4% | -5.7% |
| 3M | -14.1% | -39.2% | +25.1% | -9.3% |
| 6M | -19.6% | -53.9% | +34.4% | -12.5% |
| YTD | +80.1% | -62.8% | +142.9% | +99.1% |
| 1Y | +95.4% | -73.5% | +168.9% | +122.3% |
| 3Y | +14.7% | -29.1% | +43.8% | +12.1% |
| 5Y | -5.4% | -90.0% | +84.6% | -4.5% |
| All | +64.7% | -60.6% | +125.3% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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