-43.1%
QS vs STLD
-2.9%
-40.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +6.5% |
| 7D | +13.7% | -9.7% | +23.3% | +14.4% |
| 30D | -0.2% | -4.5% | +4.3% | -0.1% |
| 3M | -24.8% | -13.1% | -11.7% | -25.4% |
| All | -43.1% | -2.9% | -40.1% | -54.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling