+58.4%
STM vs QS
-54.8%
+113.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.7% |
| 7D | -7.9% | +8.0% | -15.9% | -8.7% |
| 30D | -14.1% | -2.8% | -11.3% | -13.9% |
| 3M | -17.6% | -28.1% | +10.5% | -14.6% |
| 6M | -24.2% | -41.0% | +16.7% | -19.7% |
| YTD | +73.3% | -57.3% | +130.6% | +88.7% |
| 1Y | +90.1% | -72.7% | +162.8% | +115.1% |
| 3Y | +10.3% | -18.6% | +29.0% | +6.3% |
| 5Y | -5.7% | -87.0% | +81.2% | -6.2% |
| All | +58.4% | -54.8% | +113.3% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling