+51.7%
STT vs Q
+68.3%
-16.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.4% |
| 7D | +4.8% | +1.2% | +3.6% | +4.5% |
| 30D | +3.9% | -2.7% | +6.6% | +4.2% |
| 3M | -8.2% | -16.9% | +8.8% | -5.9% |
| 6M | +15.6% | -26.9% | +42.5% | +19.6% |
| YTD | +37.6% | +45.2% | -7.6% | +26.9% |
| 1Y | +50.1% | +38.1% | +12.0% | +39.3% |
| All | +51.7% | +68.3% | -16.6% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling