+1,883.6%
STX vs QLD
+1,375.1%
+508.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -2.5% |
| 7D | -28.5% | -10.3% | -18.2% | -24.1% |
| 30D | -42.9% | -26.1% | -16.9% | -32.9% |
| 3M | -45.9% | -17.8% | -28.2% | -39.8% |
| 6M | -41.3% | -15.6% | -25.7% | -34.9% |
| YTD | +67.9% | +5.4% | +62.6% | +68.9% |
| 1Y | +66.5% | +5.2% | +61.3% | +68.3% |
| 3Y | +588.0% | +139.4% | +448.5% | +367.1% |
| 5Y | +449.1% | +66.7% | +382.4% | +306.1% |
| All | +1,883.6% | +1,375.1% | +508.5% | +336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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