+1,561.5%
QQQ vs STRL
+37,066.5%
-35,505.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +0.4% |
| 7D | -0.6% | +5.0% | -5.6% | -1.1% |
| 30D | -1.2% | -6.9% | +5.7% | -0.7% |
| 3M | -0.2% | -39.1% | +38.9% | +3.9% |
| 6M | +17.9% | +21.5% | -3.6% | +13.2% |
| YTD | +16.6% | +66.9% | -50.2% | +8.4% |
| 1Y | +23.0% | +61.6% | -38.7% | +14.1% |
| 3Y | +92.9% | +560.0% | -467.1% | +54.3% |
| 5Y | +95.6% | +2,238.9% | -2,143.3% | +39.1% |
| 10Y | +570.4% | +7,538.9% | -6,968.5% | +320.1% |
| All | +1,561.5% | +37,066.5% | -35,505.1% | +1,045.8% |
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