-33.5%
QS vs STZ
-34.9%
+1.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.3% |
| 7D | -14.0% | +2.6% | -16.6% | -14.6% |
| 30D | -6.4% | +15.2% | -21.6% | -9.7% |
| 3M | -40.3% | +7.6% | -47.9% | -41.5% |
| 6M | -57.5% | +5.3% | -62.8% | -58.4% |
| YTD | -64.7% | +8.6% | -73.3% | -66.7% |
| 1Y | -72.9% | +15.6% | -88.5% | -75.2% |
| 3Y | -33.5% | -35.2% | +1.7% | -23.3% |
| All | -33.5% | -34.9% | +1.4% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling