+17.2%
STT vs QID
+1.8%
+15.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +0.4% |
| 7D | +0.4% | -1.1% | +1.6% | +0.5% |
| 30D | -0.4% | +14.4% | -14.8% | +2.6% |
| 3M | -6.5% | +6.7% | -13.1% | -4.7% |
| 6M | +17.2% | +2.6% | +14.6% | +17.8% |
| All | +17.2% | +1.8% | +15.4% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling