+3,069.3%
STRL vs QS
-44.4%
+3,113.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.7% |
| 7D | +3.4% | -2.3% | +5.7% | +3.6% |
| 30D | -9.2% | -0.7% | -8.5% | -9.2% |
| 3M | -51.0% | -39.6% | -11.4% | -48.6% |
| 6M | +15.8% | -21.7% | +37.5% | +18.7% |
| YTD | +58.9% | -47.4% | +106.3% | +68.0% |
| 1Y | +68.5% | -28.4% | +96.9% | +74.0% |
| 3Y | +485.2% | -22.6% | +507.8% | +477.1% |
| 5Y | +2,005.1% | -75.6% | +2,080.7% | +2,015.6% |
| All | +3,069.3% | -44.4% | +3,113.7% | +3,255.7% |
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