+74.7%
STT vs QSR
+33.2%
+41.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.5% | +2.4% | -2.0% | +0.4% |
| 30D | +3.9% | +7.6% | -3.8% | +3.5% |
| 3M | +20.0% | +12.6% | +7.3% | +18.9% |
| 6M | +55.3% | +14.4% | +40.9% | +51.5% |
| YTD | +53.3% | +19.6% | +33.7% | +48.2% |
| 1Y | +74.7% | +33.9% | +40.8% | +66.1% |
| All | +74.7% | +33.2% | +41.5% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling