+652.9%
STM vs QSR
+207.3%
+445.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.1% |
| 7D | +1.4% | -2.2% | +3.6% | +2.5% |
| 30D | -8.4% | +7.8% | -16.1% | -12.3% |
| 3M | -15.8% | +5.5% | -21.3% | -19.0% |
| 6M | -22.8% | -0.2% | -22.6% | -24.4% |
| YTD | +79.4% | +15.4% | +64.0% | +61.8% |
| 1Y | +97.0% | +15.3% | +81.7% | +77.7% |
| 3Y | +14.2% | +23.7% | -9.5% | -2.6% |
| 5Y | -4.5% | +60.4% | -64.8% | -29.2% |
| 10Y | +463.1% | +142.2% | +320.8% | +235.5% |
| All | +652.9% | +207.3% | +445.6% | +324.6% |
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 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