-22.3%
QID vs STZ
+15.1%
-37.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.9% |
| 30D | +14.4% | +14.9% | -0.5% | +10.8% |
| 3M | +6.7% | +8.4% | -1.8% | +4.1% |
| 6M | +2.6% | +2.8% | -0.2% | +0.6% |
| YTD | -24.2% | +7.5% | -31.7% | -23.6% |
| 1Y | -22.3% | +12.5% | -34.8% | -22.7% |
| All | -22.3% | +15.1% | -37.4% | -22.7% |
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 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