-44.6%
QS vs STLD
+763.2%
-807.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | -2.3% | +3.1% | -5.5% | -3.8% |
| 30D | -0.7% | -9.0% | +8.3% | +3.3% |
| 3M | -39.6% | -12.4% | -27.3% | -36.8% |
| 6M | -21.7% | +25.5% | -47.2% | -31.2% |
| YTD | -47.4% | +43.6% | -91.0% | -56.7% |
| 1Y | -28.4% | +87.2% | -115.6% | -48.0% |
| 3Y | -22.6% | +135.2% | -157.8% | -51.3% |
| 5Y | -75.6% | +290.9% | -366.5% | -87.9% |
| All | -44.6% | +763.2% | -807.8% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling