+77.1%
QQQ vs STLD
+269.6%
-192.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.5% | +3.0% |
| 7D | -0.3% | -9.7% | +9.4% | +2.4% |
| 30D | -9.6% | -4.5% | -5.0% | -8.5% |
| 3M | -5.9% | -13.1% | +7.1% | -2.8% |
| 6M | -4.3% | -2.8% | -1.5% | -4.5% |
| YTD | +11.0% | +35.3% | -24.4% | +0.4% |
| 1Y | +11.9% | +51.4% | -39.4% | -2.0% |
| 3Y | +86.7% | +117.9% | -31.2% | +44.1% |
| 5Y | +77.1% | +272.6% | -195.5% | +13.1% |
| All | +77.1% | +269.6% | -192.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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