+261.4%
STT vs QID
-99.2%
+360.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | +0.2% |
| 7D | +1.0% | -1.9% | +2.9% | +0.3% |
| 30D | +2.8% | +1.7% | +1.1% | +3.6% |
| 3M | +18.1% | -3.9% | +22.0% | +17.5% |
| 6M | +59.2% | -30.0% | +89.2% | +41.2% |
| YTD | +51.5% | -28.2% | +79.7% | +36.5% |
| 1Y | +75.7% | -35.6% | +111.3% | +53.1% |
| 3Y | +200.8% | -74.3% | +275.0% | +98.0% |
| 5Y | +155.8% | -80.8% | +236.6% | +73.8% |
| All | +261.4% | -99.2% | +360.6% | -5.1% |
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