+3,667.9%
STRL vs QSR
+137.6%
+3,530.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +15.7% | -2.9% | +18.6% | +16.9% |
| 30D | -35.5% | +4.1% | -39.6% | -37.1% |
| 3M | -47.1% | -0.7% | -46.5% | -47.7% |
| 6M | -65.8% | +0.4% | -66.2% | -66.7% |
| YTD | -4.5% | +13.5% | -18.0% | -12.7% |
| 1Y | -10.5% | +11.0% | -21.5% | -17.6% |
| 3Y | +340.6% | +22.0% | +318.6% | +278.2% |
| 5Y | +911.0% | +57.1% | +854.0% | +656.2% |
| All | +3,667.9% | +137.6% | +3,530.3% | +2,071.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling