-90.9%
QS vs STLD
+274.1%
-365.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -1.9% | -3.5% |
| 7D | -14.0% | +2.9% | -16.9% | -15.3% |
| 30D | -6.4% | -5.6% | -0.8% | -3.9% |
| 3M | -40.3% | -11.7% | -28.5% | -36.9% |
| 6M | -57.5% | -2.8% | -54.7% | -58.0% |
| YTD | -64.7% | +36.4% | -101.1% | -71.1% |
| 1Y | -72.9% | +50.0% | -122.9% | -79.0% |
| 3Y | -33.5% | +122.3% | -155.8% | -60.5% |
| All | -90.9% | +274.1% | -365.0% | -96.4% |
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