+77.1%
STT vs QID
-33.5%
+110.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | +0.3% |
| 7D | -1.4% | +2.7% | -4.1% | -0.6% |
| 30D | +2.2% | +3.3% | -1.1% | +3.2% |
| 3M | +18.8% | -5.5% | +24.3% | +16.9% |
| 6M | +57.9% | -28.4% | +86.3% | +40.1% |
| YTD | +51.0% | -26.6% | +77.6% | +35.9% |
| 1Y | +77.1% | -34.1% | +111.3% | +58.8% |
| All | +77.1% | -33.5% | +110.6% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling