+3,125.7%
STRL vs QS
-47.0%
+3,172.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | -0.7% |
| 7D | +8.2% | -4.2% | +12.4% | +8.7% |
| 30D | -6.3% | -15.7% | +9.4% | -4.7% |
| 3M | -41.2% | -28.7% | -12.5% | -39.3% |
| 6M | +20.4% | -23.2% | +43.6% | +23.7% |
| YTD | +61.7% | -49.9% | +111.6% | +71.9% |
| 1Y | +72.7% | -38.8% | +111.5% | +80.9% |
| 3Y | +530.9% | -24.0% | +554.9% | +524.1% |
| 5Y | +2,125.4% | -75.6% | +2,201.0% | +2,146.6% |
| All | +3,125.7% | -47.0% | +3,172.7% | +3,332.0% |
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