+92.7%
STX vs QS
-73.9%
+166.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.4% | +15.4% | +12.0% |
| 7D | -1.0% | -5.0% | +4.0% | +1.1% |
| 30D | -26.8% | -1.4% | -25.3% | -26.6% |
| 3M | -32.7% | -33.6% | +0.9% | -21.9% |
| 6M | -33.7% | -47.6% | +13.8% | -16.3% |
| YTD | +101.0% | -59.6% | +160.6% | +178.0% |
| 1Y | +92.7% | -73.5% | +166.2% | +227.8% |
| All | +92.7% | -73.9% | +166.6% | +227.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling