+2,185.8%
STX vs QS
-44.4%
+2,230.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +6.3% |
| 7D | +2.4% | -2.3% | +4.7% | +2.6% |
| 30D | +1.4% | -0.7% | +2.1% | +1.4% |
| 3M | -8.2% | -39.6% | +31.4% | -4.1% |
| 6M | +127.0% | -21.7% | +148.7% | +131.7% |
| YTD | +209.1% | -47.4% | +256.6% | +225.1% |
| 1Y | +365.4% | -28.4% | +393.8% | +373.7% |
| 3Y | +1,135.4% | -22.6% | +1,158.0% | +1,087.7% |
| 5Y | +991.5% | -75.6% | +1,067.1% | +975.0% |
| All | +2,185.8% | -44.4% | +2,230.2% | +2,259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling