+203.1%
STT vs QID
-99.1%
+302.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | -0.3% |
| 7D | +0.4% | -1.1% | +1.6% | +0.6% |
| 30D | -0.4% | +14.4% | -14.8% | +5.9% |
| 3M | -6.5% | +6.7% | -13.1% | -2.9% |
| 6M | +17.2% | +2.6% | +14.6% | +21.2% |
| YTD | +38.2% | -24.2% | +62.4% | +28.7% |
| 1Y | +49.3% | -22.3% | +71.6% | +40.8% |
| 3Y | +181.9% | -72.0% | +254.0% | +92.9% |
| 5Y | +106.9% | -78.2% | +185.1% | +49.3% |
| 10Y | +203.1% | -99.1% | +302.2% | -6.6% |
| All | +203.1% | -99.1% | +302.2% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling