+87.2%
STLD vs QID
-38.2%
+125.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.7% |
| 7D | +3.1% | -0.6% | +3.8% | +3.0% |
| 30D | -9.0% | 0.0% | -9.0% | -8.8% |
| 3M | -12.4% | +3.7% | -16.1% | -9.9% |
| 6M | +25.5% | -29.9% | +55.4% | +10.0% |
| YTD | +43.6% | -28.8% | +72.4% | +26.4% |
| 1Y | +87.2% | -37.2% | +124.4% | +61.1% |
| All | +87.2% | -38.2% | +125.4% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling