+150.1%
STLD vs QSR
+25.9%
+124.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -2.8% | -2.4% | -0.4% | -2.3% |
| 30D | -10.4% | +5.7% | -16.1% | -11.8% |
| 3M | -10.6% | +6.9% | -17.5% | -12.3% |
| 6M | +32.7% | +6.9% | +25.8% | +29.4% |
| YTD | +42.8% | +14.9% | +27.9% | +36.0% |
| 1Y | +86.9% | +29.1% | +57.8% | +71.0% |
| All | +150.1% | +25.9% | +124.2% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling