+21.1%
STM vs QSR
+28.6%
-7.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | -7.4% | +5.9% | -13.3% | -9.0% |
| 3M | -30.6% | +10.5% | -41.1% | -33.1% |
| 6M | +66.4% | +7.7% | +58.7% | +61.2% |
| YTD | +101.1% | +16.8% | +84.4% | +87.9% |
| 1Y | +97.4% | +30.9% | +66.5% | +75.3% |
| 3Y | +21.1% | +28.2% | -7.0% | +9.3% |
| All | +21.1% | +28.6% | -7.5% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling