+365.4%
STX vs QID
-38.2%
+403.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.0% |
| 7D | +2.4% | -0.6% | +3.0% | +1.7% |
| 30D | +1.4% | 0.0% | +1.4% | +2.1% |
| 3M | -8.2% | +3.7% | -11.9% | +2.0% |
| 6M | +127.0% | -29.9% | +156.9% | +75.9% |
| YTD | +209.1% | -28.8% | +237.9% | +149.1% |
| 1Y | +365.4% | -37.2% | +402.6% | +218.1% |
| All | +365.4% | -38.2% | +403.6% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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