+782.2%
STLD vs QID
-99.0%
+881.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.8% | +8.9% | -0.6% |
| 7D | -9.7% | -0.8% | -8.9% | -9.3% |
| 30D | -4.5% | +20.1% | -24.6% | +3.4% |
| 3M | -13.1% | +11.8% | -24.9% | -8.1% |
| 6M | -2.8% | +5.5% | -8.3% | +1.6% |
| YTD | +35.3% | -21.5% | +56.9% | +27.4% |
| 1Y | +51.4% | -22.6% | +74.0% | +42.2% |
| 3Y | +117.9% | -72.3% | +190.2% | +50.2% |
| 5Y | +272.6% | -76.9% | +349.5% | +177.0% |
| 10Y | +782.2% | -99.0% | +881.2% | +153.1% |
| All | +782.2% | -99.0% | +881.2% | +153.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling