-100.0%
QID vs STZ
+512.8%
-612.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.8% |
| 7D | -0.6% | -1.9% | +1.3% | -1.8% |
| 30D | 0.0% | -1.9% | +1.9% | -1.1% |
| 3M | +3.7% | -6.2% | +10.0% | -0.3% |
| 6M | -29.9% | -14.0% | -15.8% | -36.0% |
| YTD | -28.8% | -5.1% | -23.7% | -30.9% |
| 1Y | -37.2% | -9.6% | -27.6% | -40.6% |
| 3Y | -73.7% | -47.2% | -26.5% | -81.7% |
| 5Y | -80.7% | -33.6% | -47.2% | -83.2% |
| 10Y | -99.1% | -9.8% | -89.4% | -98.8% |
| All | -100.0% | +512.8% | -612.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling