+52.0%
STT vs Q
+19.7%
+32.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -0.1% | -3.3% | +3.2% | +0.4% |
| 30D | -1.7% | -9.7% | +8.0% | -0.3% |
| 3M | -6.4% | -16.1% | +9.7% | -4.3% |
| 6M | +17.7% | -15.7% | +33.4% | +18.5% |
| YTD | +36.9% | +45.7% | -8.9% | +25.9% |
| 1Y | +52.0% | +18.0% | +34.0% | +45.4% |
| All | +52.0% | +19.7% | +32.4% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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