+83.5%
STLD vs QSR
+28.9%
+54.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -2.8% | -2.4% | -0.4% | -2.7% |
| 30D | -10.4% | +5.7% | -16.1% | -10.9% |
| 3M | -10.6% | +6.9% | -17.5% | -11.1% |
| 6M | +32.7% | +6.9% | +25.8% | +30.9% |
| YTD | +42.8% | +14.9% | +27.9% | +39.0% |
| All | +83.5% | +28.9% | +54.6% | +78.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling