-1.2%
QLD vs STLD
+47.9%
-49.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.6% | -5.1% | -10.0% |
| 7D | -18.6% | -12.5% | -6.1% | -14.7% |
| 30D | -28.3% | -6.8% | -21.4% | -26.2% |
| 3M | -20.4% | -16.4% | -4.0% | -15.6% |
| 6M | -14.3% | -6.1% | -8.2% | -13.6% |
| YTD | +2.8% | +32.0% | -29.2% | -10.3% |
| 1Y | -1.2% | +45.5% | -46.7% | -21.1% |
| All | -1.2% | +47.9% | -49.1% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling