+7,256.1%
QLD vs STLD
+2,480.3%
+4,775.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.6% | -5.1% | -8.7% |
| 7D | -18.6% | -12.5% | -6.1% | -12.4% |
| 30D | -28.3% | -6.8% | -21.4% | -25.4% |
| 3M | -20.4% | -16.4% | -4.0% | -13.1% |
| 6M | -14.3% | -6.1% | -8.2% | -12.8% |
| YTD | +2.8% | +32.0% | -29.2% | -13.6% |
| 1Y | -1.2% | +45.5% | -46.7% | -21.3% |
| 3Y | +135.3% | +106.5% | +28.8% | +52.5% |
| 5Y | +62.6% | +267.2% | -204.6% | -25.3% |
| 10Y | +1,384.3% | +878.9% | +505.4% | +255.8% |
| All | +7,256.1% | +2,480.3% | +4,775.8% | +740.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling