-53.8%
QS vs STLD
+713.4%
-767.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +5.8% |
| 7D | +13.7% | -9.7% | +23.3% | +19.0% |
| 30D | -0.2% | -4.5% | +4.3% | +1.7% |
| 3M | -24.8% | -13.1% | -11.7% | -20.4% |
| 6M | -39.4% | -2.8% | -36.6% | -40.0% |
| YTD | -56.1% | +35.3% | -91.5% | -63.1% |
| 1Y | -72.5% | +51.4% | -123.9% | -78.1% |
| 3Y | -16.3% | +117.9% | -134.2% | -45.7% |
| 5Y | -87.6% | +272.6% | -360.2% | -93.7% |
| All | -53.8% | +713.4% | -767.2% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling