+183.5%
STT vs QS
-28.5%
+212.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.6% | +0.3% |
| 7D | +5.1% | -5.6% | +10.7% | +5.5% |
| 30D | -0.2% | -5.8% | +5.6% | +0.1% |
| 3M | -8.1% | -39.2% | +31.0% | -5.1% |
| 6M | +16.6% | -53.9% | +70.6% | +22.2% |
| YTD | +37.8% | -62.8% | +100.6% | +45.7% |
| 1Y | +46.8% | -73.5% | +120.3% | +58.4% |
| All | +183.5% | -28.5% | +212.0% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling