+260.3%
STT vs QID
-99.1%
+359.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | +0.6% |
| 7D | -1.4% | +2.7% | -4.1% | -0.3% |
| 30D | +2.2% | +3.3% | -1.1% | +3.6% |
| 3M | +18.8% | -5.5% | +24.3% | +17.3% |
| 6M | +57.9% | -28.4% | +86.3% | +41.3% |
| YTD | +51.0% | -26.6% | +77.6% | +37.3% |
| 1Y | +77.1% | -34.1% | +111.3% | +55.8% |
| 3Y | +199.8% | -73.7% | +273.5% | +99.1% |
| 5Y | +156.0% | -80.7% | +236.6% | +74.4% |
| All | +260.3% | -99.1% | +359.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QID 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling