+1,323.0%
STX vs QS
-62.6%
+1,385.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | -2.6% |
| 7D | +14.6% | -14.0% | +28.6% | +16.2% |
| 30D | -26.0% | -6.4% | -19.6% | -25.6% |
| 3M | -42.6% | -40.3% | -2.4% | -39.9% |
| 6M | -35.3% | -57.5% | +22.2% | -30.2% |
| YTD | +92.5% | -64.7% | +157.1% | +109.8% |
| 1Y | +102.4% | -72.9% | +175.3% | +125.2% |
| 3Y | +673.8% | -33.5% | +707.3% | +658.9% |
| 5Y | +463.1% | -90.5% | +553.6% | +482.4% |
| All | +1,323.0% | -62.6% | +1,385.7% | +1,422.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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