+50.1%
STT vs Q
+75.8%
-25.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +1.1% | +4.0% | -2.9% | +0.5% |
| 30D | -1.9% | -2.3% | +0.4% | -1.8% |
| 3M | -7.6% | -7.9% | +0.3% | -6.8% |
| 6M | +16.0% | -16.0% | +32.0% | +16.9% |
| YTD | +36.2% | +51.7% | -15.5% | +24.7% |
| 1Y | +46.8% | +28.3% | +18.5% | +37.3% |
| All | +50.1% | +75.8% | -25.7% | +40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling