+465.1%
STM vs QSR
+137.6%
+327.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.0% | -2.9% | +14.9% | +13.7% |
| 30D | -0.4% | +4.1% | -4.5% | -3.2% |
| 3M | -13.2% | -0.7% | -12.5% | -14.0% |
| 6M | -26.1% | +0.4% | -26.5% | -28.0% |
| YTD | +81.2% | +13.5% | +67.7% | +63.1% |
| 1Y | +98.3% | +11.0% | +87.3% | +80.8% |
| 3Y | +16.7% | +22.0% | -5.3% | -1.7% |
| 5Y | -4.8% | +57.1% | -61.9% | -31.6% |
| All | +465.1% | +137.6% | +327.4% | +214.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling