+1,967.8%
STX vs QLD
+1,387.1%
+580.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -17.3% | -3.8% | -13.5% | -15.2% |
| 30D | -35.9% | -20.5% | -15.4% | -27.3% |
| 3M | -37.3% | -14.6% | -22.7% | -31.4% |
| 6M | -35.8% | -14.7% | -21.1% | -29.1% |
| YTD | +82.7% | +11.2% | +71.6% | +79.1% |
| 1Y | +71.6% | +7.1% | +64.5% | +71.7% |
| 3Y | +635.3% | +141.1% | +494.2% | +396.4% |
| 5Y | +483.8% | +84.3% | +399.5% | +312.1% |
| 10Y | +1,967.8% | +1,450.1% | +517.7% | +292.2% |
| All | +1,967.8% | +1,387.1% | +580.6% | +292.2% |
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