+1,383.2%
STX vs QID
-74.5%
+1,457.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.7% |
| 7D | +10.7% | -2.7% | +13.5% | +8.7% |
| 30D | +11.3% | +1.8% | +9.5% | +13.2% |
| 3M | +3.2% | -2.2% | +5.4% | +6.3% |
| 6M | +157.0% | -32.1% | +189.1% | +119.6% |
| YTD | +229.2% | -28.6% | +257.8% | +193.8% |
| 1Y | +381.8% | -36.3% | +418.2% | +314.3% |
| 3Y | +1,383.2% | -74.4% | +1,457.6% | +838.8% |
| All | +1,383.2% | -74.5% | +1,457.7% | +838.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling