+1,631.1%
QLD vs STZ
-9.8%
+1,640.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +0.6% | -1.9% | +2.5% | +1.7% |
| 30D | -0.1% | -1.9% | +1.8% | +0.6% |
| 3M | -8.4% | -6.2% | -2.1% | -6.2% |
| 6M | +32.2% | -14.0% | +46.2% | +40.9% |
| YTD | +28.9% | -5.1% | +34.0% | +26.5% |
| 1Y | +43.8% | -9.6% | +53.4% | +44.5% |
| 3Y | +176.6% | -47.2% | +223.8% | +284.2% |
| 5Y | +121.6% | -33.6% | +155.1% | +164.3% |
| All | +1,631.1% | -9.8% | +1,640.9% | +1,621.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling