+1,520.2%
QLD vs STRL
+4,073.8%
-2,553.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.9% | -0.3% | +3.0% |
| 7D | -1.2% | +7.1% | -8.3% | -3.3% |
| 30D | -15.7% | -39.4% | +23.7% | -2.0% |
| 3M | -10.0% | -43.0% | +32.9% | +5.8% |
| 6M | -11.2% | -65.0% | +53.8% | +20.0% |
| YTD | +16.4% | -0.8% | +17.1% | +2.6% |
| 1Y | +12.7% | -20.3% | +33.0% | +6.7% |
| 3Y | +152.3% | +356.5% | -204.2% | +19.8% |
| 5Y | +91.8% | +952.8% | -861.1% | -35.4% |
| 10Y | +1,520.2% | +3,877.1% | -2,356.9% | +248.7% |
| All | +1,520.2% | +4,073.8% | -2,553.5% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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