+50.9%
STLD vs QID
-20.3%
+71.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.8% | +8.9% | +0.3% |
| 7D | -9.7% | -0.8% | -8.9% | -9.3% |
| 30D | -4.5% | +20.1% | -24.6% | +0.5% |
| 3M | -13.1% | +11.8% | -24.9% | -9.8% |
| 6M | -2.8% | +5.5% | -8.3% | +0.1% |
| YTD | +35.3% | -21.5% | +56.9% | +23.3% |
| All | +50.9% | -20.3% | +71.2% | +39.9% |
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 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