+71.6%
STX vs QLD
+8.6%
+63.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | +0.4% |
| 7D | -17.3% | -3.8% | -13.5% | -13.4% |
| 30D | -35.9% | -20.5% | -15.4% | -17.5% |
| 3M | -37.3% | -14.6% | -22.7% | -25.3% |
| 6M | -35.8% | -14.7% | -21.1% | -23.7% |
| YTD | +82.7% | +11.2% | +71.6% | +63.2% |
| 1Y | +71.6% | +7.1% | +64.5% | +61.8% |
| All | +71.6% | +8.6% | +63.1% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling