+21.1%
STM vs QSR
+43.4%
-22.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | 0.0% |
| 7D | +1.7% | -2.4% | +4.0% | +2.8% |
| 30D | -5.2% | +5.7% | -10.8% | -7.9% |
| 3M | -29.6% | +6.9% | -36.6% | -32.5% |
| 6M | +54.4% | +6.9% | +47.5% | +46.8% |
| YTD | +99.5% | +14.9% | +84.6% | +81.1% |
| 1Y | +100.8% | +29.1% | +71.7% | +69.2% |
| 3Y | +20.2% | +26.1% | -6.0% | -1.4% |
| 5Y | +21.1% | +42.3% | -21.2% | -16.4% |
| All | +21.1% | +43.4% | -22.3% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling