+1,351.8%
QLD vs STLD
+868.9%
+482.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.3% |
| 7D | -10.3% | -11.1% | +0.9% | -4.5% |
| 30D | -26.1% | -4.8% | -21.3% | -24.0% |
| 3M | -17.8% | -14.6% | -3.2% | -11.4% |
| 6M | -15.6% | -7.4% | -8.2% | -13.6% |
| YTD | +5.4% | +32.6% | -27.2% | -11.3% |
| 1Y | +5.2% | +47.3% | -42.1% | -16.3% |
| 3Y | +139.4% | +107.5% | +31.9% | +56.2% |
| 5Y | +66.7% | +268.8% | -202.1% | -21.7% |
| All | +1,351.8% | +868.9% | +482.9% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling