+68.5%
STRL vs QSR
+33.2%
+35.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.7% |
| 7D | +3.4% | +2.4% | +1.0% | +4.5% |
| 30D | -9.2% | +7.6% | -16.9% | -6.4% |
| 3M | -51.0% | +12.6% | -63.7% | -48.4% |
| 6M | +15.8% | +14.4% | +1.4% | +26.6% |
| YTD | +58.9% | +19.6% | +39.2% | +79.3% |
| 1Y | +68.5% | +33.9% | +34.6% | +88.7% |
| All | +68.5% | +33.2% | +35.3% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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