-62.8%
QS vs STZ
-7.4%
-55.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.5% |
| 7D | -14.0% | +2.6% | -16.6% | -15.1% |
| 30D | -6.4% | +15.2% | -21.6% | -13.4% |
| 3M | -40.3% | +7.6% | -47.9% | -43.1% |
| 6M | -57.5% | +5.3% | -62.8% | -59.6% |
| YTD | -64.7% | +8.6% | -73.3% | -68.1% |
| 1Y | -72.9% | +15.6% | -88.5% | -76.7% |
| 3Y | -33.5% | -35.2% | +1.7% | -16.0% |
| 5Y | -90.5% | -29.1% | -61.4% | -88.8% |
| All | -62.8% | -7.4% | -55.5% | -73.6% |
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