+1,077.4%
STX vs QS
-74.8%
+1,152.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.6% | +4.6% | -1.0% |
| 7D | +9.6% | -4.2% | +13.8% | +10.3% |
| 30D | +10.6% | -15.7% | +26.3% | +13.5% |
| 3M | +4.8% | -28.7% | +33.5% | +9.8% |
| 6M | +137.3% | -23.2% | +160.5% | +145.7% |
| YTD | +222.5% | -49.9% | +272.4% | +252.1% |
| 1Y | +366.2% | -38.8% | +405.0% | +389.2% |
| 3Y | +1,352.9% | -24.0% | +1,376.9% | +1,234.5% |
| 5Y | +1,077.4% | -75.6% | +1,153.0% | +1,077.8% |
| All | +1,077.4% | -74.8% | +1,152.2% | +1,077.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling