+1,315.8%
QLD vs STLD
+864.5%
+451.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.6% | -5.1% | -8.9% |
| 7D | -18.6% | -12.5% | -6.1% | -12.7% |
| 30D | -28.3% | -6.8% | -21.4% | -25.5% |
| 3M | -20.4% | -16.4% | -4.0% | -13.3% |
| 6M | -14.3% | -6.1% | -8.2% | -12.9% |
| YTD | +2.8% | +32.0% | -29.2% | -13.3% |
| 1Y | -1.2% | +45.5% | -46.7% | -20.9% |
| 3Y | +135.3% | +106.5% | +28.8% | +53.9% |
| 5Y | +62.6% | +267.2% | -204.6% | -23.4% |
| All | +1,315.8% | +864.5% | +451.3% | +311.4% |
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