-40.3%
QS vs STLA
-40.1%
-0.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.3% |
| 7D | -3.6% | -2.9% | -0.8% | -2.9% |
| 30D | -17.2% | +0.9% | -18.2% | -17.5% |
| 3M | -27.0% | -21.6% | -5.3% | -21.9% |
| 6M | -24.6% | -21.6% | -2.9% | -18.7% |
| YTD | -49.3% | -50.4% | +1.1% | -38.9% |
| 1Y | -40.3% | -43.6% | +3.2% | -35.6% |
| All | -40.3% | -40.1% | -0.2% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling