+238.1%
STT vs QSR
+211.0%
+27.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +3.9% | +5.9% | -2.0% | +1.1% |
| 3M | +19.2% | +10.5% | +8.7% | +13.2% |
| 6M | +60.4% | +7.7% | +52.7% | +53.2% |
| YTD | +51.5% | +16.8% | +34.7% | +38.8% |
| 1Y | +76.3% | +30.9% | +45.4% | +52.6% |
| 3Y | +200.7% | +28.2% | +172.6% | +156.6% |
| 5Y | +157.5% | +45.0% | +112.5% | +104.5% |
| 10Y | +262.0% | +127.3% | +134.7% | +121.7% |
| All | +238.1% | +211.0% | +27.1% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling