+62.6%
QLD vs STZ
-27.7%
+90.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.6% | -12.1% | -12.5% |
| 7D | -18.6% | +11.8% | -30.3% | -22.0% |
| 30D | -28.3% | +26.0% | -54.3% | -34.9% |
| 3M | -20.4% | +11.5% | -31.9% | -24.4% |
| 6M | -14.3% | -2.0% | -12.3% | -14.5% |
| YTD | +2.8% | +7.9% | -5.1% | -5.4% |
| 1Y | -1.2% | +13.9% | -15.1% | -12.3% |
| 3Y | +135.3% | -35.8% | +171.2% | +187.5% |
| 5Y | +62.6% | -28.4% | +91.0% | +80.8% |
| All | +62.6% | -27.7% | +90.3% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling