+2,133.0%
STRL vs QSR
+46.1%
+2,086.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.6% | +3.8% |
| 7D | +10.1% | +0.1% | +10.0% | +10.0% |
| 30D | -8.2% | +5.9% | -14.1% | -9.8% |
| 3M | -43.7% | +10.5% | -54.2% | -45.9% |
| 6M | +27.1% | +7.7% | +19.4% | +23.2% |
| YTD | +64.0% | +16.8% | +47.2% | +53.6% |
| 1Y | +75.2% | +30.9% | +44.3% | +54.9% |
| 3Y | +539.9% | +28.2% | +511.7% | +449.8% |
| 5Y | +2,133.0% | +45.0% | +2,088.0% | +1,594.0% |
| All | +2,133.0% | +46.1% | +2,086.9% | +1,594.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling