+44.1%
STT vs Q
+66.4%
-22.3%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | -0.8% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | -5.0% | -9.8% | +4.9% | -3.6% |
| 3M | -10.5% | -12.2% | +1.7% | -9.0% |
| 6M | +10.0% | -21.6% | +31.6% | +12.2% |
| YTD | +30.7% | +43.6% | -12.9% | +20.7% |
| 1Y | +43.8% | +25.7% | +18.1% | +35.0% |
| All | +44.1% | +66.4% | -22.3% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling