+5.2%
QLD vs STLD
+45.5%
-40.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.4% |
| 7D | -10.3% | -11.1% | +0.9% | -6.5% |
| 30D | -26.1% | -4.8% | -21.3% | -24.4% |
| 3M | -17.8% | -14.6% | -3.2% | -13.4% |
| 6M | -15.6% | -7.4% | -8.2% | -14.4% |
| YTD | +5.4% | +32.6% | -27.2% | -7.7% |
| 1Y | +5.2% | +47.3% | -42.1% | -14.7% |
| All | +5.2% | +45.5% | -40.2% | -14.7% |
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