+1,592.7%
STRL vs QID
-100.0%
+1,692.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.6% |
| 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% | -47.9% |
| 6M | +15.8% | -29.9% | +45.6% | +4.3% |
| YTD | +58.9% | -28.8% | +87.6% | +45.5% |
| 1Y | +68.5% | -37.2% | +105.7% | +49.4% |
| 3Y | +485.2% | -73.7% | +558.9% | +304.1% |
| 5Y | +2,005.1% | -80.7% | +2,085.9% | +1,373.5% |
| 10Y | +7,118.0% | -99.1% | +7,217.1% | +1,300.8% |
| All | +1,592.7% | -100.0% | +1,692.7% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling