+1,793.6%
STRL vs QS
-53.6%
+1,847.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +6.8% | +8.2% | +14.3% |
| 7D | -13.3% | +13.7% | -27.0% | -14.5% |
| 30D | -43.3% | -0.2% | -43.1% | -43.4% |
| 3M | -46.9% | -24.8% | -22.0% | -45.4% |
| 6M | -65.6% | -39.4% | -26.2% | -63.9% |
| YTD | -5.1% | -56.1% | +51.1% | +2.1% |
| 1Y | -23.1% | -72.5% | +49.4% | -14.1% |
| 3Y | +346.8% | -16.3% | +363.1% | +342.0% |
| 5Y | +907.2% | -87.6% | +994.7% | +936.6% |
| All | +1,793.6% | -53.6% | +1,847.2% | +1,939.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling