+29.1%
STRL vs Q
+71.3%
-42.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +4.4% |
| 7D | +3.4% | +0.2% | +3.2% | +3.2% |
| 30D | -9.2% | -11.1% | +1.9% | -0.2% |
| 3M | -51.0% | -22.1% | -28.9% | -40.0% |
| 6M | +15.8% | +0.5% | +15.3% | +18.4% |
| YTD | +58.9% | +47.8% | +11.1% | +26.8% |
| All | +29.1% | +71.3% | -42.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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