-99.1%
QID vs STZ
+12.8%
-111.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -5.1% |
| 7D | -1.1% | -0.9% | -0.2% | -1.5% |
| 30D | +14.4% | +14.9% | -0.5% | +23.3% |
| 3M | +6.7% | +8.4% | -1.8% | +11.1% |
| 6M | +2.6% | +2.8% | -0.2% | +3.4% |
| YTD | -24.2% | +7.5% | -31.7% | -21.0% |
| 1Y | -22.3% | +12.5% | -34.8% | -16.3% |
| 3Y | -72.0% | -35.4% | -36.6% | -78.4% |
| 5Y | -78.2% | -29.3% | -48.9% | -80.5% |
| 10Y | -99.1% | +11.8% | -110.9% | -98.7% |
| All | -99.1% | +12.8% | -111.9% | -98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling