+71.6%
STX vs QID
-19.3%
+90.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | +0.5% |
| 7D | -17.3% | +1.8% | -19.0% | -13.3% |
| 30D | -35.9% | +21.6% | -57.6% | -17.1% |
| 3M | -37.3% | +12.6% | -50.0% | -24.3% |
| 6M | -35.8% | +6.9% | -42.7% | -21.5% |
| YTD | +82.7% | -20.5% | +103.3% | +71.6% |
| 1Y | +71.6% | -18.1% | +89.7% | +71.6% |
| All | +71.6% | -19.3% | +90.9% | +71.6% |
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 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