+238.3%
STT vs QS
-44.4%
+282.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +0.5% | -2.3% | +2.8% | +0.6% |
| 30D | +3.9% | -0.7% | +4.6% | +3.8% |
| 3M | +20.0% | -39.6% | +59.6% | +23.0% |
| 6M | +55.3% | -21.7% | +77.0% | +56.5% |
| YTD | +53.3% | -47.4% | +100.7% | +57.8% |
| 1Y | +74.7% | -28.4% | +103.1% | +75.0% |
| 3Y | +205.8% | -22.6% | +228.4% | +193.6% |
| 5Y | +145.0% | -75.6% | +220.6% | +137.7% |
| All | +238.3% | -44.4% | +282.6% | +237.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling