+1,144.9%
STX vs QID
-80.7%
+1,225.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.6% |
| 7D | +10.7% | -2.7% | +13.5% | +9.0% |
| 30D | +11.3% | +1.8% | +9.5% | +12.9% |
| 3M | +3.2% | -2.2% | +5.4% | +6.0% |
| 6M | +157.0% | -32.1% | +189.1% | +124.6% |
| YTD | +229.2% | -28.6% | +257.8% | +199.1% |
| 1Y | +381.8% | -36.3% | +418.2% | +322.8% |
| 3Y | +1,383.2% | -74.4% | +1,457.6% | +865.3% |
| 5Y | +1,144.9% | -80.8% | +1,225.7% | +725.2% |
| All | +1,144.9% | -80.7% | +1,225.6% | +725.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling