-25.9%
STRL vs QS
-71.4%
+45.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +7.5% | -29.0% | -25.0% |
| 7D | -27.1% | +4.5% | -31.5% | -29.2% |
| 30D | -45.8% | -4.1% | -41.7% | -45.2% |
| 3M | -47.6% | -22.1% | -25.5% | -41.2% |
| 6M | -46.4% | -38.4% | -8.0% | -33.3% |
| YTD | -7.4% | -57.5% | +50.1% | +37.1% |
| 1Y | -25.9% | -71.3% | +45.5% | +43.6% |
| All | -25.9% | -71.4% | +45.6% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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