-88.6%
QS vs STLD
+255.4%
-344.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.7% | +3.9% |
| 7D | +5.4% | -11.1% | +16.5% | +11.9% |
| 30D | -5.3% | -4.8% | -0.5% | -3.2% |
| 3M | -22.6% | -14.6% | -8.1% | -16.8% |
| 6M | -46.2% | -7.4% | -38.8% | -45.4% |
| YTD | -58.9% | +32.6% | -91.5% | -66.0% |
| 1Y | -73.1% | +47.3% | -120.4% | -79.0% |
| 3Y | -27.2% | +107.5% | -134.8% | -55.4% |
| All | -88.6% | +255.4% | -344.0% | -95.4% |
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