-99.9%
QID vs STLA
+263.8%
-363.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | +0.1% |
| 7D | -0.6% | +2.6% | -3.2% | +0.5% |
| 30D | 0.0% | -1.2% | +1.2% | -0.2% |
| 3M | +3.7% | -24.8% | +28.5% | -5.9% |
| 6M | -29.9% | -25.6% | -4.3% | -35.7% |
| YTD | -28.8% | -48.9% | +20.2% | -43.2% |
| 1Y | -37.2% | -38.8% | +1.6% | -45.1% |
| 3Y | -73.7% | -64.5% | -9.2% | -79.2% |
| 5Y | -80.7% | -62.4% | -18.3% | -82.2% |
| 10Y | -99.1% | +55.4% | -154.5% | -98.5% |
| All | -99.9% | +263.8% | -363.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling