+5,325.5%
STX vs QLD
+8,245.8%
-2,920.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.9% | -10.0% | -9.2% |
| 7D | -20.2% | -9.4% | -10.8% | -15.7% |
| 30D | -37.2% | -17.1% | -20.1% | -30.2% |
| 3M | -34.1% | -10.4% | -23.6% | -29.7% |
| 6M | -24.5% | +0.7% | -25.2% | -23.7% |
| YTD | +102.9% | +17.7% | +85.2% | +90.2% |
| 1Y | +123.8% | +14.7% | +109.1% | +113.5% |
| 3Y | +718.1% | +169.6% | +548.5% | +379.9% |
| 5Y | +573.6% | +86.7% | +486.9% | +339.0% |
| 10Y | +2,416.9% | +1,600.8% | +816.1% | +287.8% |
| All | +5,325.5% | +8,245.8% | -2,920.3% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling