+12.7%
QLD vs STZ
+15.1%
-2.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.4% |
| 7D | -1.2% | -0.9% | -0.2% | -1.5% |
| 30D | -15.7% | +14.9% | -30.6% | -12.8% |
| 3M | -10.0% | +8.4% | -18.5% | -7.5% |
| 6M | -11.2% | +2.8% | -14.0% | -9.0% |
| YTD | +16.4% | +7.5% | +8.8% | +16.2% |
| 1Y | +12.7% | +12.5% | +0.1% | +14.0% |
| All | +12.7% | +15.1% | -2.4% | +14.0% |
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