+194.0%
STT vs QID
-99.0%
+293.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | +0.9% |
| 7D | +4.8% | -7.1% | +11.9% | +2.1% |
| 30D | +3.9% | +12.6% | -8.7% | +9.8% |
| 3M | -8.2% | +14.2% | -22.4% | -2.1% |
| 6M | +15.6% | +6.2% | +9.4% | +21.2% |
| YTD | +37.6% | -21.8% | +59.4% | +29.7% |
| 1Y | +50.1% | -23.1% | +73.3% | +40.9% |
| 3Y | +183.1% | -71.3% | +254.4% | +95.5% |
| 5Y | +104.8% | -77.0% | +181.8% | +50.8% |
| All | +194.0% | -99.0% | +293.0% | -11.6% |
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