-22.0%
QID vs STZ
+14.7%
-36.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.2% | -3.1% |
| 7D | +9.8% | +13.0% | -3.2% | +6.7% |
| 30D | +18.9% | +29.4% | -10.5% | +13.3% |
| 3M | +9.6% | +11.6% | -2.0% | +6.5% |
| 6M | -7.8% | -0.2% | -7.6% | -9.4% |
| YTD | -23.3% | +8.6% | -31.9% | -22.3% |
| 1Y | -22.0% | +15.9% | -38.0% | -20.4% |
| All | -22.0% | +14.7% | -36.8% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling