+655.9%
STM vs QSR
+135.2%
+520.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -1.4% | -4.0% | +2.6% | +0.8% |
| 30D | -4.9% | +2.8% | -7.7% | -6.5% |
| 3M | -34.0% | +5.1% | -39.1% | -36.4% |
| 6M | +51.8% | +8.8% | +43.0% | +42.4% |
| YTD | +99.4% | +14.8% | +84.5% | +80.4% |
| 1Y | +99.1% | +25.7% | +73.3% | +70.2% |
| 3Y | +19.5% | +27.5% | -8.1% | -1.2% |
| 5Y | +19.5% | +41.3% | -21.8% | -7.8% |
| All | +655.9% | +135.2% | +520.7% | +307.3% |
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