+539.9%
STRL vs QID
-74.5%
+614.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.5% |
| 7D | +10.1% | -2.7% | +12.8% | +7.5% |
| 30D | -8.2% | +1.8% | -10.0% | -6.1% |
| 3M | -43.7% | -2.2% | -41.5% | -41.9% |
| 6M | +27.1% | -32.1% | +59.2% | +3.0% |
| YTD | +64.0% | -28.6% | +92.6% | +40.1% |
| 1Y | +75.2% | -36.3% | +111.5% | +43.4% |
| 3Y | +539.9% | -74.4% | +614.3% | +285.0% |
| All | +539.9% | -74.5% | +614.4% | +285.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling