+1.5%
QID vs STLA
-48.2%
+49.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | -1.2% |
| 7D | -11.8% | -13.1% | +1.3% | -15.4% |
| 30D | +14.2% | -13.3% | +27.5% | +9.6% |
| 3M | +8.8% | -27.9% | +36.6% | -2.6% |
| 6M | +1.5% | -47.8% | +49.3% | -25.6% |
| All | +1.5% | -48.2% | +49.7% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling