+7,256.1%
QLD vs STZ
+584.9%
+6,671.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.6% | -12.1% | -12.3% |
| 7D | -18.6% | +11.8% | -30.3% | -24.2% |
| 30D | -28.3% | +26.0% | -54.3% | -38.4% |
| 3M | -20.4% | +11.5% | -31.9% | -27.0% |
| 6M | -14.3% | -2.0% | -12.3% | -16.1% |
| YTD | +2.8% | +7.9% | -5.1% | -7.8% |
| 1Y | -1.2% | +13.9% | -15.1% | -14.7% |
| 3Y | +135.3% | -35.8% | +171.2% | +180.8% |
| 5Y | +62.6% | -28.4% | +91.0% | +83.3% |
| 10Y | +1,384.3% | +7.1% | +1,377.2% | +1,147.8% |
| All | +7,256.1% | +584.9% | +6,671.3% | +1,208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling