-19.3%
STRL vs Q
+80.0%
-99.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.6% | +2.8% |
| 7D | +7.1% | +6.6% | +0.6% | +2.1% |
| 30D | -39.4% | +2.7% | -42.1% | -40.2% |
| 3M | -43.0% | -8.4% | -34.6% | -38.0% |
| 6M | -65.0% | -17.3% | -47.7% | -59.0% |
| YTD | -0.8% | +55.3% | -56.1% | -23.0% |
| 1Y | -20.3% | +31.5% | -51.8% | -30.2% |
| All | -19.3% | +80.0% | -99.3% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling