+60.1%
STLD vs QID
-21.1%
+81.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -3.5% |
| 7D | -3.9% | +9.8% | -13.7% | -1.7% |
| 30D | -0.4% | +18.9% | -19.3% | +4.1% |
| 3M | -9.2% | +9.6% | -18.8% | -6.8% |
| 6M | +5.0% | -7.8% | +12.8% | +2.7% |
| YTD | +42.8% | -23.3% | +66.1% | +29.2% |
| 1Y | +60.1% | -22.0% | +82.1% | +46.4% |
| All | +60.1% | -21.1% | +81.2% | +46.4% |
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