-73.9%
QS vs STZ
-38.2%
-35.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.6% | +7.6% | +4.7% |
| 7D | +2.2% | -7.4% | +9.6% | +5.8% |
| 30D | -8.1% | -10.9% | +2.8% | -3.3% |
| 3M | -27.0% | -13.4% | -13.6% | -22.6% |
| 6M | -16.4% | -16.2% | -0.2% | -10.8% |
| YTD | -46.4% | -10.4% | -35.9% | -46.2% |
| 1Y | -41.1% | -14.8% | -26.3% | -39.3% |
| 3Y | -18.6% | -50.1% | +31.5% | +18.8% |
| All | -73.9% | -38.2% | -35.6% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling