+139.4%
QLD vs STRL
+233.5%
-94.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -0.9% | +1.5% |
| 7D | -10.3% | -26.9% | +16.6% | -2.5% |
| 30D | -26.1% | -52.7% | +26.6% | -8.5% |
| 3M | -17.8% | -52.8% | +35.1% | +1.2% |
| 6M | -15.6% | -71.5% | +55.9% | +18.6% |
| YTD | +5.4% | -17.4% | +22.8% | -2.7% |
| 1Y | +5.2% | -35.0% | +40.2% | +5.6% |
| 3Y | +139.4% | +239.2% | -99.8% | +35.6% |
| All | +139.4% | +233.5% | -94.1% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling