+1,351.8%
STLD vs QSR
+218.5%
+1,133.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +3.1% | +2.4% | +0.7% | +2.0% |
| 30D | -9.0% | +7.6% | -16.6% | -12.3% |
| 3M | -12.4% | +12.6% | -25.0% | -17.5% |
| 6M | +25.5% | +14.4% | +11.1% | +16.4% |
| YTD | +43.6% | +19.6% | +24.0% | +30.2% |
| 1Y | +87.2% | +33.9% | +53.3% | +60.0% |
| 3Y | +135.2% | +27.1% | +108.1% | +101.5% |
| 5Y | +290.9% | +48.5% | +242.3% | +205.1% |
| 10Y | +1,113.5% | +126.2% | +987.2% | +631.4% |
| All | +1,351.8% | +218.5% | +1,133.3% | +674.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling