+98.3%
STM vs QS
-74.4%
+172.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.7% | +3.0% |
| 7D | +12.0% | -14.0% | +26.0% | +19.7% |
| 30D | -0.4% | -6.4% | +6.0% | +1.6% |
| 3M | -13.2% | -40.3% | +27.1% | +10.1% |
| 6M | -26.1% | -57.5% | +31.4% | +7.3% |
| YTD | +81.2% | -64.7% | +145.9% | +165.8% |
| 1Y | +98.3% | -72.9% | +171.2% | +210.9% |
| All | +98.3% | -74.4% | +172.8% | +210.9% |
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