-100.0%
QID vs STZ
+594.5%
-694.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -5.2% |
| 7D | -1.1% | -0.9% | -0.2% | -1.6% |
| 30D | +14.4% | +14.9% | -0.5% | +24.0% |
| 3M | +6.7% | +8.4% | -1.8% | +11.5% |
| 6M | +2.6% | +2.8% | -0.2% | +3.7% |
| YTD | -24.2% | +7.5% | -31.7% | -21.0% |
| 1Y | -22.3% | +12.5% | -34.8% | -16.4% |
| 3Y | -72.0% | -35.4% | -36.6% | -78.1% |
| 5Y | -78.2% | -29.3% | -48.9% | -80.3% |
| 10Y | -99.1% | +11.8% | -110.9% | -98.6% |
| All | -100.0% | +594.5% | -694.5% | -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