+1,631.1%
QLD vs STRL
+7,064.8%
-5,433.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.4% | -1.5% |
| 7D | +0.6% | +3.4% | -2.8% | -0.6% |
| 30D | -0.1% | -9.2% | +9.1% | +2.7% |
| 3M | -8.4% | -51.0% | +42.7% | +13.5% |
| 6M | +32.2% | +15.8% | +16.4% | +15.4% |
| YTD | +28.9% | +58.9% | -30.0% | -0.4% |
| 1Y | +43.8% | +68.5% | -24.7% | +7.1% |
| 3Y | +176.6% | +485.2% | -308.6% | +24.5% |
| 5Y | +121.6% | +2,005.1% | -1,883.5% | -37.7% |
| All | +1,631.1% | +7,064.8% | -5,433.7% | +219.5% |
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