+78.5%
QQQ vs STRL
+900.6%
-822.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.5% | -19.8% | +18.3% | +1.4% |
| 30D | -10.2% | -43.6% | +33.4% | -1.9% |
| 3M | -6.3% | -45.2% | +38.9% | +2.4% |
| 6M | -4.9% | -65.7% | +60.8% | +11.1% |
| YTD | +10.2% | -5.4% | +15.7% | +2.0% |
| 1Y | +8.8% | -24.7% | +33.5% | +5.0% |
| 3Y | +81.4% | +335.0% | -253.7% | +11.2% |
| 5Y | +78.5% | +915.3% | -836.8% | -24.1% |
| All | +78.5% | +900.6% | -822.1% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling