-10.5%
STRL vs QID
-20.9%
+10.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | +0.1% |
| 7D | +15.7% | -7.1% | +22.8% | +7.3% |
| 30D | -35.5% | +12.6% | -48.1% | -21.9% |
| 3M | -47.1% | +14.2% | -61.4% | -33.6% |
| 6M | -65.8% | +6.2% | -72.0% | -58.0% |
| YTD | -4.5% | -21.8% | +17.3% | -13.7% |
| 1Y | -10.5% | -23.1% | +12.7% | -19.5% |
| All | -10.5% | -20.9% | +10.4% | -19.5% |
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