-38.8%
STLA vs QSR
+33.2%
-72.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +2.6% | +2.4% | +0.1% | +2.3% |
| 30D | -1.2% | +7.6% | -8.9% | -2.1% |
| 3M | -24.8% | +12.6% | -37.4% | -25.8% |
| 6M | -25.6% | +14.4% | -39.9% | -28.4% |
| YTD | -48.9% | +19.6% | -68.6% | -52.2% |
| 1Y | -38.8% | +33.9% | -72.6% | -49.3% |
| All | -38.8% | +33.2% | -72.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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