+9,127.5%
QLD vs STZ
+502.5%
+8,625.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 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% | -6.1% |
| 6M | +32.2% | -14.0% | +46.2% | +41.3% |
| YTD | +28.9% | -5.1% | +34.0% | +27.1% |
| 1Y | +43.8% | -9.6% | +53.4% | +45.1% |
| 3Y | +176.6% | -47.2% | +223.8% | +279.0% |
| 5Y | +121.6% | -33.6% | +155.1% | +164.7% |
| 10Y | +1,652.9% | -9.8% | +1,662.7% | +1,564.7% |
| All | +9,127.5% | +502.5% | +8,625.0% | +1,703.0% |
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 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