-10.5%
STRL vs Q
+29.7%
-40.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.5% | +0.1% |
| 7D | +15.7% | +1.2% | +14.5% | +14.9% |
| 30D | -35.5% | -2.7% | -32.8% | -33.2% |
| 3M | -47.1% | -16.9% | -30.2% | -37.4% |
| 6M | -65.8% | -26.9% | -38.9% | -55.2% |
| YTD | -4.5% | +45.2% | -49.7% | -18.7% |
| 1Y | -10.5% | +38.1% | -48.6% | -22.9% |
| All | -10.5% | +29.7% | -40.2% | -22.9% |
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