+1,111.5%
STLD vs QSR
+135.2%
+976.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -0.9% | -4.0% | +3.1% | +1.0% |
| 30D | -8.9% | +2.8% | -11.6% | -10.3% |
| 3M | -14.0% | +5.1% | -19.1% | -16.6% |
| 6M | +30.8% | +8.8% | +22.0% | +23.9% |
| YTD | +42.3% | +14.8% | +27.4% | +30.7% |
| 1Y | +81.1% | +25.7% | +55.4% | +58.0% |
| 3Y | +149.2% | +27.5% | +121.7% | +110.1% |
| 5Y | +292.9% | +41.3% | +251.7% | +208.0% |
| All | +1,111.5% | +135.2% | +976.4% | +587.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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