+542.4%
QQQ vs STRL
+3,816.9%
-3,274.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +6.4% | +23.4% | -17.1% | +2.6% |
| 30D | -7.5% | -39.5% | +32.1% | -0.4% |
| 3M | -4.8% | -45.1% | +40.2% | +3.6% |
| 6M | -2.5% | -64.6% | +62.1% | +12.5% |
| YTD | +12.4% | -1.5% | +13.9% | +5.2% |
| 1Y | +11.3% | -20.8% | +32.1% | +7.8% |
| 3Y | +85.0% | +353.1% | -268.2% | +25.3% |
| 5Y | +79.6% | +942.9% | -863.2% | +1.6% |
| All | +542.4% | +3,816.9% | -3,274.5% | +185.4% |
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