-74.4%
QID vs STZ
-50.3%
-24.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | -0.6% |
| 7D | -2.7% | -7.4% | +4.6% | -3.9% |
| 30D | +1.8% | -10.9% | +12.7% | 0.0% |
| 3M | -2.2% | -13.4% | +11.3% | -4.3% |
| 6M | -32.1% | -16.2% | -15.9% | -33.9% |
| YTD | -28.6% | -10.4% | -18.1% | -28.6% |
| 1Y | -36.3% | -14.8% | -21.5% | -37.2% |
| 3Y | -74.4% | -50.1% | -24.3% | -77.2% |
| All | -74.4% | -50.3% | -24.1% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling