+1,804.8%
STRL vs QS
-62.6%
+1,867.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | -2.5% |
| 7D | +15.7% | -14.0% | +29.7% | +17.5% |
| 30D | -35.5% | -6.4% | -29.1% | -35.2% |
| 3M | -47.1% | -40.3% | -6.9% | -44.4% |
| 6M | -65.8% | -57.5% | -8.3% | -62.9% |
| YTD | -4.5% | -64.7% | +60.2% | +5.0% |
| 1Y | -10.5% | -72.9% | +62.4% | +0.6% |
| 3Y | +340.6% | -33.5% | +374.1% | +345.8% |
| 5Y | +911.0% | -90.5% | +1,001.5% | +964.7% |
| All | +1,804.8% | -62.6% | +1,867.5% | +1,997.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling