+195.6%
STT vs QS
-25.4%
+221.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +0.5% |
| 7D | +1.0% | -4.2% | +5.2% | +1.3% |
| 30D | +2.8% | -15.7% | +18.5% | +4.0% |
| 3M | +18.1% | -28.7% | +46.8% | +20.5% |
| 6M | +59.2% | -23.2% | +82.5% | +60.9% |
| YTD | +51.5% | -49.9% | +101.4% | +57.4% |
| 1Y | +75.7% | -38.8% | +114.5% | +78.3% |
| All | +195.6% | -25.4% | +221.0% | +176.3% |
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 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