+1,019.5%
STX vs QLD
+121.5%
+898.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.2% |
| 7D | +2.4% | +0.6% | +1.8% | +2.0% |
| 30D | +1.4% | -0.1% | +1.5% | +1.6% |
| 3M | -8.2% | -8.4% | +0.1% | -3.0% |
| 6M | +127.0% | +32.2% | +94.8% | +99.1% |
| YTD | +209.1% | +28.9% | +180.2% | +175.6% |
| 1Y | +365.4% | +43.8% | +321.6% | +295.2% |
| 3Y | +1,135.4% | +176.6% | +958.8% | +647.5% |
| All | +1,019.5% | +121.5% | +898.0% | +583.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling