+1,570.9%
QQQ vs STLD
+9,898.4%
-8,327.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | +0.4% | +3.1% | -2.8% | -0.5% |
| 30D | +0.2% | -9.0% | +9.2% | +2.4% |
| 3M | -2.8% | -12.4% | +9.6% | -0.2% |
| 6M | +18.0% | +25.5% | -7.5% | +10.5% |
| YTD | +17.3% | +43.6% | -26.3% | +5.8% |
| 1Y | +25.6% | +87.2% | -61.6% | +5.7% |
| 3Y | +93.7% | +135.2% | -41.5% | +51.1% |
| 5Y | +94.2% | +290.9% | -196.7% | +29.3% |
| 10Y | +557.9% | +1,113.5% | -555.6% | +204.3% |
| All | +1,570.9% | +9,898.4% | -8,327.4% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling