+539.9%
STRL vs QSR
+28.6%
+511.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +3.3% |
| 7D | +10.1% | +0.1% | +10.0% | +10.1% |
| 30D | -8.2% | +5.9% | -14.1% | -8.5% |
| 3M | -43.7% | +10.5% | -54.2% | -44.3% |
| 6M | +27.1% | +7.7% | +19.4% | +26.6% |
| YTD | +64.0% | +16.8% | +47.2% | +61.2% |
| 1Y | +75.2% | +30.9% | +44.3% | +66.0% |
| 3Y | +539.9% | +28.2% | +511.7% | +493.6% |
| All | +539.9% | +28.6% | +511.3% | +493.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling