+42.6%
STLA vs QSR
+218.5%
-175.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +2.6% | +2.4% | +0.1% | +1.4% |
| 30D | -1.2% | +7.6% | -8.9% | -5.0% |
| 3M | -24.8% | +12.6% | -37.4% | -29.5% |
| 6M | -25.6% | +14.4% | -39.9% | -31.3% |
| YTD | -48.9% | +19.6% | -68.6% | -54.2% |
| 1Y | -38.8% | +33.9% | -72.6% | -48.3% |
| 3Y | -64.5% | +27.1% | -91.6% | -70.0% |
| 5Y | -62.4% | +48.5% | -111.0% | -71.1% |
| 10Y | +55.4% | +126.2% | -70.8% | -8.0% |
| All | +42.6% | +218.5% | -175.9% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling