+2,406.0%
STLD vs QID
-100.0%
+2,506.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.8% |
| 7D | +3.1% | -0.6% | +3.8% | +2.8% |
| 30D | -9.0% | 0.0% | -9.0% | -8.8% |
| 3M | -12.4% | +3.7% | -16.1% | -9.5% |
| 6M | +25.5% | -29.9% | +55.4% | +4.6% |
| YTD | +43.6% | -28.8% | +72.4% | +21.2% |
| 1Y | +87.2% | -37.2% | +124.4% | +48.6% |
| 3Y | +135.2% | -73.7% | +209.0% | +25.0% |
| 5Y | +290.9% | -80.7% | +371.6% | +108.1% |
| 10Y | +1,113.5% | -99.1% | +1,212.6% | +2.1% |
| All | +2,406.0% | -100.0% | +2,506.0% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling