+3,476.8%
STX vs QID
-99.1%
+3,576.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -1.5% |
| 7D | +8.0% | +2.7% | +5.2% | +9.5% |
| 30D | +5.1% | +3.3% | +1.8% | +7.3% |
| 3M | +5.8% | -5.5% | +11.3% | +6.5% |
| 6M | +124.9% | -28.4% | +153.3% | +104.1% |
| YTD | +213.9% | -26.6% | +240.5% | +192.0% |
| 1Y | +350.4% | -34.1% | +384.5% | +306.3% |
| 3Y | +1,314.2% | -73.7% | +1,387.9% | +854.9% |
| 5Y | +1,092.8% | -80.7% | +1,173.5% | +736.2% |
| All | +3,476.8% | -99.1% | +3,576.0% | +619.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling