-99.9%
QID vs STLA
+152.6%
-252.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | -1.8% |
| 7D | -11.8% | -13.1% | +1.3% | -16.4% |
| 30D | +14.2% | -13.3% | +27.5% | +8.8% |
| 3M | +8.8% | -27.9% | +36.6% | -2.8% |
| 6M | +1.5% | -47.8% | +49.3% | -19.0% |
| YTD | -23.8% | -64.6% | +40.8% | -46.7% |
| 1Y | -22.0% | -64.0% | +42.0% | -44.7% |
| 3Y | -71.9% | -76.8% | +4.9% | -81.1% |
| 5Y | -77.6% | -74.2% | -3.4% | -81.9% |
| 10Y | -99.1% | -5.4% | -93.7% | -98.7% |
| All | -99.9% | +152.6% | -252.5% | -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