-71.3%
QID vs STLA
-77.1%
+5.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.2% |
| 7D | -7.1% | -13.8% | +6.6% | -11.9% |
| 30D | +12.6% | -10.5% | +23.2% | +8.8% |
| 3M | +14.2% | -28.9% | +43.1% | +2.1% |
| 6M | +6.2% | -49.7% | +55.9% | -15.8% |
| YTD | -21.8% | -64.9% | +43.1% | -45.2% |
| 1Y | -23.1% | -64.0% | +40.9% | -45.1% |
| 3Y | -71.3% | -77.4% | +6.1% | -80.1% |
| All | -71.3% | -77.1% | +5.8% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling