+3,786.6%
STRL vs QID
-99.1%
+3,885.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.5% |
| 7D | +23.4% | -11.8% | +35.2% | +16.7% |
| 30D | -39.5% | +14.2% | -53.7% | -33.5% |
| 3M | -45.1% | +8.8% | -53.8% | -40.5% |
| 6M | -64.6% | +1.5% | -66.1% | -61.3% |
| YTD | -1.5% | -23.8% | +22.3% | -2.7% |
| 1Y | -20.8% | -22.0% | +1.2% | -19.9% |
| 3Y | +353.1% | -71.9% | +425.0% | +253.5% |
| 5Y | +942.9% | -77.6% | +1,020.4% | +761.7% |
| All | +3,786.6% | -99.1% | +3,885.7% | +1,126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling