-67.1%
STLA vs QSR
+25.9%
-93.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.4% |
| 7D | +0.4% | -2.4% | +2.7% | +1.1% |
| 30D | -5.2% | +5.7% | -10.9% | -6.6% |
| 3M | -24.9% | +6.9% | -31.8% | -26.3% |
| 6M | -25.2% | +6.9% | -32.0% | -27.2% |
| YTD | -51.4% | +14.9% | -66.3% | -54.1% |
| 1Y | -40.7% | +29.1% | -69.8% | -46.4% |
| All | -67.1% | +25.9% | -93.0% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling