-99.2%
QID vs STLA
+46.8%
-145.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | -0.5% |
| 7D | -1.9% | +0.4% | -2.3% | -1.6% |
| 30D | +1.7% | -5.2% | +6.9% | -0.7% |
| 3M | -3.9% | -24.9% | +21.0% | -16.3% |
| 6M | -30.0% | -25.2% | -4.8% | -37.9% |
| YTD | -28.2% | -51.4% | +23.2% | -49.4% |
| 1Y | -35.6% | -40.7% | +5.0% | -47.8% |
| 3Y | -74.3% | -66.3% | -8.0% | -82.5% |
| 5Y | -80.8% | -63.2% | -17.6% | -83.3% |
| 10Y | -99.2% | +48.7% | -147.9% | -98.5% |
| All | -99.2% | +46.8% | -145.9% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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