+102.4%
STM vs QS
-41.9%
+144.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.1% |
| 7D | +5.2% | +2.2% | +3.0% | +4.5% |
| 30D | -7.4% | -8.1% | +0.7% | -5.1% |
| 3M | -30.6% | -27.0% | -3.6% | -25.0% |
| 6M | +66.4% | -16.4% | +82.8% | +75.9% |
| YTD | +101.1% | -46.4% | +147.5% | +121.6% |
| All | +102.4% | -41.9% | +144.3% | +121.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling