+1,351.8%
QLD vs STRL
+3,580.1%
-2,228.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -0.9% | +1.4% |
| 7D | -10.3% | -26.9% | +16.6% | -1.8% |
| 30D | -26.1% | -52.7% | +26.6% | -6.7% |
| 3M | -17.8% | -52.8% | +35.1% | +3.0% |
| 6M | -15.6% | -71.5% | +55.9% | +21.9% |
| YTD | +5.4% | -17.4% | +22.8% | -1.1% |
| 1Y | +5.2% | -35.0% | +40.2% | +6.8% |
| 3Y | +139.4% | +239.2% | -99.8% | +25.4% |
| 5Y | +66.7% | +830.2% | -763.5% | -40.9% |
| All | +1,351.8% | +3,580.1% | -2,228.2% | +236.5% |
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