+2,063.1%
STRL vs QID
-80.7%
+2,143.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.5% |
| 7D | +3.4% | -0.6% | +4.0% | +3.1% |
| 30D | -9.2% | 0.0% | -9.2% | -8.8% |
| 3M | -51.0% | +3.7% | -54.8% | -47.7% |
| 6M | +15.8% | -29.9% | +45.6% | +3.6% |
| YTD | +58.9% | -28.8% | +87.6% | +44.5% |
| 1Y | +68.5% | -37.2% | +105.7% | +48.7% |
| 3Y | +485.2% | -73.7% | +558.9% | +322.6% |
| All | +2,063.1% | -80.7% | +2,143.9% | +1,533.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling