+1,501.1%
QQQ vs STRL
+21,834.5%
-20,333.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +6.4% | +23.4% | -17.1% | +4.1% |
| 30D | -7.5% | -39.5% | +32.1% | -3.4% |
| 3M | -4.8% | -45.1% | +40.2% | +0.1% |
| 6M | -2.5% | -64.6% | +62.1% | +6.1% |
| YTD | +12.4% | -1.5% | +13.9% | +9.2% |
| 1Y | +11.3% | -20.8% | +32.1% | +10.1% |
| 3Y | +85.0% | +353.1% | -268.2% | +53.0% |
| 5Y | +79.6% | +942.9% | -863.2% | +36.7% |
| 10Y | +535.9% | +3,847.6% | -3,311.7% | +321.1% |
| All | +1,501.1% | +21,834.5% | -20,333.5% | +1,054.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling