-62.9%
STLA vs QSR
+40.5%
-103.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | -2.9% | -4.0% | +1.1% | -1.1% |
| 30D | +0.9% | +2.8% | -1.8% | -0.3% |
| 3M | -21.6% | +5.1% | -26.7% | -23.6% |
| 6M | -21.6% | +8.8% | -30.4% | -25.5% |
| YTD | -50.4% | +14.8% | -65.2% | -54.4% |
| 1Y | -43.6% | +25.7% | -69.3% | -50.6% |
| 3Y | -66.4% | +27.5% | -93.9% | -72.1% |
| All | -62.9% | +40.5% | -103.5% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling