+2,134.4%
STX vs QS
-46.4%
+2,180.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.7% | -3.9% |
| 7D | -2.3% | -3.6% | +1.4% | -1.9% |
| 30D | -5.5% | -17.2% | +11.8% | -3.8% |
| 3M | -4.3% | -27.0% | +22.7% | -1.7% |
| 6M | +115.6% | -24.6% | +140.2% | +120.8% |
| YTD | +202.2% | -49.3% | +251.5% | +218.8% |
| 1Y | +325.3% | -40.3% | +365.6% | +340.0% |
| 3Y | +1,283.9% | -23.8% | +1,307.7% | +1,232.9% |
| 5Y | +1,048.3% | -75.0% | +1,123.3% | +1,033.4% |
| All | +2,134.4% | -46.4% | +2,180.8% | +2,214.3% |
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