-47.7%
QS vs STZ
-21.8%
-25.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -1.8% |
| 7D | -5.0% | -4.1% | -0.9% | -3.0% |
| 30D | -18.3% | -7.6% | -10.7% | -15.1% |
| 3M | -26.0% | -12.3% | -13.7% | -21.4% |
| 6M | -24.0% | -16.3% | -7.7% | -18.0% |
| YTD | -50.3% | -8.4% | -41.9% | -50.6% |
| 1Y | -38.0% | -10.8% | -27.1% | -37.5% |
| 3Y | -24.6% | -49.0% | +24.4% | +12.0% |
| 5Y | -75.4% | -36.5% | -39.0% | -69.7% |
| All | -47.7% | -21.8% | -25.8% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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