+2,213.2%
STLD vs QID
-100.0%
+2,313.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | -1.0% |
| 7D | -11.1% | +9.4% | -20.5% | -5.7% |
| 30D | -4.8% | +31.2% | -36.0% | +12.8% |
| 3M | -14.6% | +17.4% | -32.0% | -4.8% |
| 6M | -7.4% | +8.4% | -15.8% | -0.4% |
| YTD | +32.6% | -15.8% | +48.3% | +24.9% |
| 1Y | +47.3% | -16.3% | +63.7% | +38.9% |
| 3Y | +107.5% | -70.4% | +177.9% | +18.7% |
| 5Y | +268.8% | -74.8% | +343.6% | +133.5% |
| 10Y | +883.3% | -99.0% | +982.3% | -11.3% |
| All | +2,213.2% | -100.0% | +2,313.2% | -70.1% |
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 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