+183.1%
STT vs QSR
+21.7%
+161.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +4.8% | -2.9% | +7.7% | +5.4% |
| 30D | +3.9% | +4.1% | -0.2% | +3.0% |
| 3M | -8.2% | -0.7% | -7.5% | -8.2% |
| 6M | +15.6% | +0.4% | +15.2% | +15.2% |
| YTD | +37.6% | +13.5% | +24.1% | +31.7% |
| 1Y | +50.1% | +11.0% | +39.1% | +44.5% |
| 3Y | +183.1% | +22.0% | +161.1% | +163.7% |
| All | +183.1% | +21.7% | +161.3% | +163.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling