+439.6%
STT vs QID
-100.0%
+539.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | +0.3% |
| 7D | +1.0% | -1.9% | +2.9% | 0.0% |
| 30D | +2.8% | +1.7% | +1.1% | +3.9% |
| 3M | +18.1% | -3.9% | +22.0% | +17.0% |
| 6M | +59.2% | -30.0% | +89.2% | +34.0% |
| YTD | +51.5% | -28.2% | +79.7% | +30.3% |
| 1Y | +75.7% | -35.6% | +111.3% | +43.9% |
| 3Y | +200.8% | -74.3% | +275.0% | +63.3% |
| 5Y | +155.8% | -80.8% | +236.6% | +43.2% |
| 10Y | +266.4% | -99.2% | +365.5% | -62.1% |
| All | +439.6% | -100.0% | +539.6% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling