-74.5%
STLA vs QSR
+53.9%
-128.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -13.8% | -2.9% | -10.8% | -12.6% |
| 30D | -10.5% | +4.1% | -14.7% | -12.0% |
| 3M | -28.9% | -0.7% | -28.2% | -28.7% |
| 6M | -49.7% | +0.4% | -50.2% | -50.1% |
| YTD | -64.9% | +13.5% | -78.4% | -67.7% |
| 1Y | -64.0% | +11.0% | -75.0% | -66.4% |
| 3Y | -77.4% | +22.0% | -99.4% | -80.9% |
| All | -74.5% | +53.9% | -128.3% | -83.4% |
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