-60.8%
QS vs STLA
-46.0%
-14.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.1% | -1.8% | -4.4% |
| 7D | -5.6% | -13.1% | +7.5% | +2.3% |
| 30D | -5.8% | -13.3% | +7.4% | +1.7% |
| 3M | -39.2% | -27.9% | -11.3% | -27.8% |
| 6M | -53.9% | -47.8% | -6.1% | -34.3% |
| YTD | -62.8% | -64.6% | +1.8% | -36.4% |
| 1Y | -73.5% | -64.0% | -9.5% | -55.6% |
| 3Y | -29.1% | -76.8% | +47.8% | +51.8% |
| 5Y | -90.0% | -74.2% | -15.8% | -81.5% |
| All | -60.8% | -46.0% | -14.8% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling