+1,786.4%
STRL vs QS
-54.8%
+1,841.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | -19.8% | +8.0% | -27.8% | -20.5% |
| 30D | -43.6% | -2.8% | -40.7% | -43.5% |
| 3M | -45.2% | -28.1% | -17.1% | -43.4% |
| 6M | -65.7% | -41.0% | -24.7% | -64.0% |
| YTD | -5.4% | -57.3% | +51.9% | +2.0% |
| 1Y | -24.7% | -72.7% | +48.0% | -15.8% |
| 3Y | +335.0% | -18.6% | +353.7% | +331.5% |
| 5Y | +915.3% | -87.0% | +1,002.3% | +946.6% |
| All | +1,786.4% | -54.8% | +1,841.2% | +1,937.6% |
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 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