+81.4%
QQQ vs STRL
+340.9%
-259.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.5% | -19.8% | +18.3% | +1.1% |
| 30D | -10.2% | -43.6% | +33.4% | -2.8% |
| 3M | -6.3% | -45.2% | +38.9% | +1.5% |
| 6M | -4.9% | -65.7% | +60.8% | +9.4% |
| YTD | +10.2% | -5.4% | +15.7% | +2.6% |
| 1Y | +8.8% | -24.7% | +33.5% | +5.4% |
| 3Y | +81.4% | +335.0% | -253.7% | +25.1% |
| All | +81.4% | +340.9% | -259.5% | +25.1% |
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