+325.3%
STX vs QS
-36.7%
+362.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.7% | -4.3% |
| 7D | -2.3% | -3.6% | +1.4% | -1.3% |
| 30D | -5.5% | -17.2% | +11.8% | -0.5% |
| 3M | -4.3% | -27.0% | +22.7% | +3.5% |
| 6M | +115.6% | -24.6% | +140.2% | +131.5% |
| YTD | +202.2% | -49.3% | +251.5% | +247.6% |
| 1Y | +325.3% | -40.3% | +365.6% | +344.1% |
| All | +325.3% | -36.7% | +362.0% | +344.1% |
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