-43.5%
QS vs STLD
+756.9%
-800.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | +2.2% | +2.7% | -0.5% | +0.8% |
| 30D | -8.1% | -8.4% | +0.4% | -4.6% |
| 3M | -27.0% | -9.9% | -17.2% | -24.8% |
| 6M | -16.4% | +33.0% | -49.5% | -28.7% |
| YTD | -46.4% | +42.6% | -88.9% | -55.7% |
| 1Y | -41.1% | +80.8% | -121.8% | -56.5% |
| 3Y | -18.6% | +143.4% | -162.1% | -49.7% |
| 5Y | -73.0% | +293.4% | -366.5% | -86.6% |
| All | -43.5% | +756.9% | -800.5% | -74.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling