+740.9%
STLD vs QID
-99.0%
+839.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -2.2% |
| 7D | +2.9% | -7.1% | +10.1% | +0.2% |
| 30D | -5.6% | +12.6% | -18.2% | -0.1% |
| 3M | -11.7% | +14.2% | -26.0% | -5.8% |
| 6M | -2.8% | +6.2% | -9.0% | +1.9% |
| YTD | +36.4% | -21.8% | +58.2% | +28.3% |
| 1Y | +50.0% | -23.1% | +73.1% | +40.5% |
| 3Y | +122.3% | -71.3% | +193.6% | +55.2% |
| 5Y | +273.2% | -77.0% | +350.2% | +176.9% |
| All | +740.9% | -99.0% | +839.9% | +119.9% |
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