+748.7%
STM vs QSR
+218.5%
+530.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | +2.4% | +3.4% | +4.5% |
| 30D | -1.0% | +7.6% | -8.6% | -4.7% |
| 3M | -33.3% | +12.6% | -45.9% | -37.8% |
| 6M | +57.4% | +14.4% | +43.0% | +44.6% |
| YTD | +102.2% | +19.6% | +82.6% | +81.0% |
| 1Y | +99.6% | +33.9% | +65.7% | +67.9% |
| 3Y | +14.5% | +27.1% | -12.6% | -2.9% |
| 5Y | +21.4% | +48.5% | -27.2% | -5.8% |
| 10Y | +695.0% | +126.2% | +568.8% | +384.2% |
| All | +748.7% | +218.5% | +530.2% | +374.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling