+14.7%
QLD vs STZ
+14.7%
-0.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | +3.1% |
| 7D | -9.4% | +13.0% | -22.4% | -6.6% |
| 30D | -17.1% | +29.4% | -46.5% | -12.6% |
| 3M | -10.4% | +11.6% | -22.0% | -7.5% |
| 6M | +0.7% | -0.2% | +1.0% | +3.1% |
| YTD | +17.7% | +8.6% | +9.2% | +16.9% |
| 1Y | +14.7% | +15.9% | -1.3% | +12.9% |
| All | +14.7% | +14.7% | -0.1% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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