+22.5%
STM vs QS
-74.6%
+97.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | +5.2% | +2.2% | +3.0% | +4.7% |
| 30D | -7.4% | -8.1% | +0.7% | -5.8% |
| 3M | -30.6% | -27.0% | -3.6% | -25.9% |
| 6M | +66.4% | -16.4% | +82.8% | +72.9% |
| YTD | +101.1% | -46.4% | +147.5% | +125.5% |
| 1Y | +97.4% | -41.1% | +138.5% | +109.8% |
| 3Y | +21.1% | -18.6% | +39.8% | +5.2% |
| 5Y | +22.5% | -73.0% | +95.5% | +18.9% |
| All | +22.5% | -74.6% | +97.0% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling