-28.4%
QS vs STLD
+89.3%
-117.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | -2.3% | +3.1% | -5.5% | -3.8% |
| 30D | -0.7% | -9.0% | +8.3% | +3.2% |
| 3M | -39.6% | -12.4% | -27.3% | -35.8% |
| 6M | -21.7% | +25.5% | -47.2% | -35.3% |
| YTD | -47.4% | +43.6% | -91.0% | -60.5% |
| 1Y | -28.4% | +87.2% | -115.6% | -52.3% |
| All | -28.4% | +89.3% | -117.6% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling