+390.4%
STT vs QID
-100.0%
+490.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | +1.3% |
| 7D | +4.8% | -7.1% | +11.9% | +0.9% |
| 30D | +3.9% | +12.6% | -8.7% | +12.1% |
| 3M | -8.2% | +14.2% | -22.4% | +0.3% |
| 6M | +15.6% | +6.2% | +9.4% | +23.0% |
| YTD | +37.6% | -21.8% | +59.4% | +25.8% |
| 1Y | +50.1% | -23.1% | +73.3% | +36.4% |
| 3Y | +183.1% | -71.3% | +254.4% | +64.4% |
| 5Y | +104.8% | -77.0% | +181.8% | +28.5% |
| 10Y | +201.9% | -99.0% | +300.9% | -66.0% |
| All | +390.4% | -100.0% | +490.3% | -90.8% |
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 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