+96.5%
STM vs QSR
+23.8%
+72.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.5% | -11.5% | -5.0% |
| 7D | -6.0% | +5.2% | -11.2% | -5.0% |
| 30D | -20.9% | +12.2% | -33.1% | -19.5% |
| 3M | -15.8% | +7.0% | -22.8% | -14.6% |
| 6M | -17.0% | -0.3% | -16.7% | -14.1% |
| YTD | +76.8% | +18.0% | +58.8% | +72.8% |
| 1Y | +96.5% | +22.6% | +73.9% | +86.6% |
| All | +96.5% | +23.8% | +72.7% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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