-25.9%
STRL vs QID
-21.1%
-4.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -1.8% | -19.6% | -23.7% |
| 7D | -27.1% | +9.8% | -36.8% | -17.9% |
| 30D | -45.8% | +18.9% | -64.7% | -31.5% |
| 3M | -47.6% | +9.6% | -57.2% | -39.2% |
| 6M | -46.4% | -7.8% | -38.6% | -46.2% |
| YTD | -7.4% | -23.3% | +16.0% | -21.7% |
| 1Y | -25.9% | -22.0% | -3.8% | -33.5% |
| All | -25.9% | -21.1% | -4.8% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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