+1,631.1%
QLD vs STLD
+1,105.0%
+526.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.1% |
| 7D | +0.6% | +3.1% | -2.6% | -1.1% |
| 30D | -0.1% | -9.0% | +8.9% | +4.2% |
| 3M | -8.4% | -12.4% | +4.0% | -3.3% |
| 6M | +32.2% | +25.5% | +6.7% | +15.6% |
| YTD | +28.9% | +43.6% | -14.7% | +4.3% |
| 1Y | +43.8% | +87.2% | -43.4% | +1.0% |
| 3Y | +176.6% | +135.2% | +41.4% | +69.3% |
| 5Y | +121.6% | +290.9% | -169.3% | +0.9% |
| All | +1,631.1% | +1,105.0% | +526.1% | +333.2% |
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