+51.8%
STLD vs QID
-21.0%
+72.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.6% |
| 7D | +6.9% | -11.8% | +18.7% | +3.4% |
| 30D | -1.5% | +14.2% | -15.7% | +2.5% |
| 3M | -9.7% | +8.8% | -18.5% | -6.9% |
| 6M | +2.3% | +1.5% | +0.8% | +4.1% |
| YTD | +41.0% | -23.8% | +64.8% | +27.4% |
| 1Y | +51.8% | -22.0% | +73.8% | +39.2% |
| All | +51.8% | -21.0% | +72.8% | +39.2% |
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