+2,133.0%
STRL vs QS
-74.6%
+2,207.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.9% |
| 7D | +10.1% | +2.2% | +7.9% | +9.7% |
| 30D | -8.2% | -8.1% | -0.1% | -6.8% |
| 3M | -43.7% | -27.0% | -16.7% | -40.8% |
| 6M | +27.1% | -16.4% | +43.5% | +31.2% |
| YTD | +64.0% | -46.4% | +110.3% | +80.1% |
| 1Y | +75.2% | -41.1% | +116.3% | +89.0% |
| 3Y | +539.9% | -18.6% | +558.5% | +505.0% |
| 5Y | +2,133.0% | -73.0% | +2,206.0% | +2,207.0% |
| All | +2,133.0% | -74.6% | +2,207.6% | +2,207.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling