+98.3%
STM vs QSR
+12.9%
+85.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.0% | -2.9% | +14.9% | +11.3% |
| 30D | -0.4% | +4.1% | -4.5% | +0.3% |
| 3M | -13.2% | -0.7% | -12.5% | -12.8% |
| 6M | -26.1% | +0.4% | -26.5% | -24.8% |
| YTD | +81.2% | +13.5% | +67.7% | +75.0% |
| 1Y | +98.3% | +11.0% | +87.3% | +94.6% |
| All | +98.3% | +12.9% | +85.4% | +94.6% |
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