-90.9%
QS vs STLA
-74.6%
-16.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.1% | -4.5% |
| 7D | -14.0% | -13.8% | -0.2% | -5.9% |
| 30D | -6.4% | -10.5% | +4.2% | -0.3% |
| 3M | -40.3% | -28.9% | -11.4% | -27.8% |
| 6M | -57.5% | -49.7% | -7.8% | -36.7% |
| YTD | -64.7% | -64.9% | +0.2% | -37.1% |
| 1Y | -72.9% | -64.0% | -8.9% | -53.1% |
| 3Y | -33.5% | -77.4% | +44.0% | +54.4% |
| All | -90.9% | -74.6% | -16.4% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling