+285.7%
STLD vs QSR
+57.8%
+227.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.3% |
| 7D | +6.9% | -3.9% | +10.8% | +8.2% |
| 30D | -1.5% | +5.9% | -7.4% | -3.6% |
| 3M | -9.7% | +1.7% | -11.4% | -10.8% |
| 6M | +2.3% | -1.9% | +4.2% | +2.1% |
| YTD | +41.0% | +13.6% | +27.4% | +31.7% |
| 1Y | +51.8% | +13.1% | +38.7% | +41.8% |
| 3Y | +126.4% | +21.8% | +104.6% | +98.8% |
| 5Y | +285.7% | +57.2% | +228.5% | +178.3% |
| All | +285.7% | +57.8% | +227.9% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling