+62.6%
QLD vs STLA
-70.3%
+132.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.5% | -8.2% | -10.5% |
| 7D | -18.6% | -5.5% | -13.0% | -16.1% |
| 30D | -28.3% | -3.7% | -24.6% | -27.3% |
| 3M | -20.4% | -21.1% | +0.8% | -11.5% |
| 6M | -14.3% | -38.3% | +24.1% | +7.9% |
| YTD | +2.8% | -59.2% | +62.0% | +55.1% |
| 1Y | -1.2% | -56.7% | +55.5% | +42.6% |
| 3Y | +135.3% | -74.3% | +209.6% | +331.7% |
| 5Y | +62.6% | -70.2% | +132.8% | +124.0% |
| All | +62.6% | -70.3% | +132.9% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 5y: compounded portfolio wealth divided by compounded STLA 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…
5y analysis · Full analysis span regression · 6 months rolling