-47.3%
QS vs STLA
-26.0%
-21.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.8% | -5.6% |
| 7D | -4.2% | +0.4% | -4.6% | -4.5% |
| 30D | -15.7% | -5.2% | -10.5% | -13.4% |
| 3M | -28.7% | -24.9% | -3.8% | -17.0% |
| 6M | -23.2% | -25.2% | +1.9% | -10.5% |
| YTD | -49.9% | -51.4% | +1.5% | -27.7% |
| 1Y | -38.8% | -40.7% | +1.9% | -24.0% |
| 3Y | -24.0% | -66.3% | +42.2% | +31.7% |
| 5Y | -75.6% | -63.2% | -12.4% | -62.3% |
| All | -47.3% | -26.0% | -21.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling