+195.6%
STT vs QSR
+25.9%
+169.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +1.0% | -2.4% | +3.3% | +1.5% |
| 30D | +2.8% | +5.7% | -2.9% | +1.5% |
| 3M | +18.1% | +6.9% | +11.2% | +16.0% |
| 6M | +59.2% | +6.9% | +52.3% | +55.6% |
| YTD | +51.5% | +14.9% | +36.6% | +44.7% |
| 1Y | +75.7% | +29.1% | +46.6% | +61.8% |
| All | +195.6% | +25.9% | +169.7% | +165.8% |
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