+3,476.8%
STX vs QSR
+133.7%
+3,343.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +8.0% | -4.7% | +12.7% | +9.4% |
| 30D | +5.1% | +4.3% | +0.8% | +3.8% |
| 3M | +5.8% | +5.4% | +0.3% | +3.3% |
| 6M | +124.9% | +8.2% | +116.8% | +117.2% |
| YTD | +213.9% | +14.1% | +199.8% | +196.0% |
| 1Y | +350.4% | +28.1% | +322.3% | +308.0% |
| 3Y | +1,314.2% | +25.3% | +1,288.9% | +1,168.1% |
| 5Y | +1,092.8% | +40.4% | +1,052.4% | +915.8% |
| All | +3,476.8% | +133.7% | +3,343.1% | +2,462.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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