+72.7%
STRL vs QSR
+29.2%
+43.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -2.1% |
| 7D | +8.2% | -2.4% | +10.6% | +7.1% |
| 30D | -6.3% | +5.7% | -12.0% | -4.0% |
| 3M | -41.2% | +6.9% | -48.1% | -39.2% |
| 6M | +20.4% | +6.9% | +13.5% | +27.7% |
| YTD | +61.7% | +14.9% | +46.8% | +79.5% |
| 1Y | +72.7% | +29.1% | +43.6% | +87.8% |
| All | +72.7% | +29.2% | +43.5% | +87.8% |
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 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