+96.2%
QQQ vs STRL
+531.3%
-435.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.6% |
| 7D | +1.5% | +10.1% | -8.6% | 0.0% |
| 30D | -0.6% | -8.2% | +7.6% | +0.5% |
| 3M | +0.4% | -43.7% | +44.1% | +8.4% |
| 6M | +20.1% | +27.1% | -7.0% | +10.2% |
| YTD | +17.2% | +64.0% | -46.8% | +1.9% |
| 1Y | +24.7% | +75.2% | -50.5% | +5.7% |
| 3Y | +96.2% | +539.9% | -443.7% | +29.0% |
| All | +96.2% | +531.3% | -435.1% | +29.0% |
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