+2.6%
QID vs STZ
-0.6%
+3.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.3% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | +14.4% | +14.9% | -0.5% | +8.7% |
| 3M | +6.7% | +8.4% | -1.8% | +2.4% |
| 6M | +2.6% | +2.8% | -0.2% | -0.4% |
| All | +2.6% | -0.6% | +3.2% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling