+3,988.2%
STRL vs QID
-99.0%
+4,087.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -6.8% | +21.8% | +11.5% |
| 7D | -13.3% | -0.8% | -12.6% | -12.4% |
| 30D | -43.3% | +20.1% | -63.4% | -36.3% |
| 3M | -46.9% | +11.8% | -58.7% | -41.7% |
| 6M | -65.6% | +5.5% | -71.1% | -61.8% |
| YTD | -5.1% | -21.5% | +16.5% | -5.0% |
| 1Y | -23.1% | -22.6% | -0.4% | -22.4% |
| 3Y | +346.8% | -72.3% | +419.1% | +248.2% |
| 5Y | +907.2% | -76.9% | +984.1% | +744.1% |
| 10Y | +3,988.2% | -99.0% | +4,087.2% | +1,333.9% |
| All | +3,988.2% | -99.0% | +4,087.2% | +1,333.9% |
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