+72.7%
STRL vs QS
-45.8%
+118.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.2% | +1.3% |
| 7D | +8.2% | -4.2% | +12.4% | +10.1% |
| 30D | -6.3% | -15.7% | +9.4% | +0.4% |
| 3M | -41.2% | -28.7% | -12.5% | -33.4% |
| 6M | +20.4% | -23.2% | +43.6% | +32.8% |
| YTD | +61.7% | -49.9% | +111.6% | +102.6% |
| 1Y | +72.7% | -38.8% | +111.5% | +110.4% |
| All | +72.7% | -45.8% | +118.5% | +110.4% |
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