+204.1%
STT vs QS
-60.6%
+264.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.6% | +0.2% |
| 7D | +5.1% | -5.6% | +10.7% | +5.4% |
| 30D | -0.2% | -5.8% | +5.6% | 0.0% |
| 3M | -8.1% | -39.2% | +31.0% | -5.6% |
| 6M | +16.6% | -53.9% | +70.6% | +21.3% |
| YTD | +37.8% | -62.8% | +100.6% | +44.5% |
| 1Y | +46.8% | -73.5% | +120.3% | +56.8% |
| 3Y | +181.2% | -29.1% | +210.2% | +171.7% |
| 5Y | +105.1% | -90.0% | +195.1% | +102.8% |
| All | +204.1% | -60.6% | +264.7% | +208.8% |
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