+46.8%
STT vs Q
+27.2%
+19.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.2% |
| 7D | +5.1% | +11.5% | -6.4% | +3.2% |
| 30D | -0.2% | -0.2% | -0.1% | -0.4% |
| 3M | -8.1% | -13.6% | +5.4% | -6.4% |
| 6M | +16.6% | -27.0% | +43.7% | +21.0% |
| YTD | +37.8% | +50.5% | -12.7% | +24.1% |
| 1Y | +46.8% | +33.8% | +13.1% | +36.2% |
| All | +46.8% | +27.2% | +19.6% | +36.2% |
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