+264.3%
STT vs QSR
+135.2%
+129.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -0.4% | -4.0% | +3.6% | +1.4% |
| 30D | +1.7% | +2.8% | -1.0% | +0.3% |
| 3M | +17.9% | +5.1% | +12.8% | +14.5% |
| 6M | +55.3% | +8.8% | +46.5% | +47.4% |
| YTD | +52.7% | +14.8% | +37.8% | +40.6% |
| 1Y | +75.7% | +25.7% | +49.9% | +54.2% |
| 3Y | +197.9% | +27.5% | +170.4% | +152.9% |
| 5Y | +158.8% | +41.3% | +117.5% | +105.5% |
| All | +264.3% | +135.2% | +129.1% | +124.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling