+596.2%
STX vs QLD
+134.4%
+461.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -12.7% | -3.5% | -7.2% |
| 7D | -33.4% | -18.6% | -14.8% | -22.5% |
| 30D | -42.1% | -28.3% | -13.8% | -26.3% |
| 3M | -44.3% | -20.4% | -23.9% | -34.0% |
| 6M | -39.4% | -14.3% | -25.1% | -30.8% |
| YTD | +70.0% | +2.8% | +67.2% | +74.7% |
| 1Y | +70.2% | -1.2% | +71.4% | +79.2% |
| All | +596.2% | +134.4% | +461.9% | +375.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling