+236.8%
STT vs QS
-46.4%
+283.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | -0.4% | -3.6% | +3.2% | -0.2% |
| 30D | +1.7% | -17.2% | +19.0% | +2.8% |
| 3M | +17.9% | -27.0% | +44.9% | +19.6% |
| 6M | +55.3% | -24.6% | +79.9% | +56.8% |
| YTD | +52.7% | -49.3% | +102.0% | +57.4% |
| 1Y | +75.7% | -40.3% | +116.0% | +78.1% |
| 3Y | +197.9% | -23.8% | +221.7% | +186.3% |
| 5Y | +158.8% | -75.0% | +233.7% | +151.6% |
| All | +236.8% | -46.4% | +283.2% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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