-34.1%
QID vs STZ
-12.7%
-21.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.5% | +2.1% |
| 7D | +2.7% | -4.1% | +6.8% | +3.2% |
| 30D | +3.3% | -7.6% | +10.9% | +4.2% |
| 3M | -5.5% | -12.3% | +6.8% | -4.3% |
| 6M | -28.4% | -16.3% | -12.1% | -27.2% |
| YTD | -26.6% | -8.4% | -18.2% | -23.7% |
| 1Y | -34.1% | -10.8% | -23.3% | -31.7% |
| All | -34.1% | -12.7% | -21.4% | -31.7% |
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