+7,585.5%
STRL vs QSR
+218.5%
+7,367.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +3.4% | +2.4% | +1.0% | +2.4% |
| 30D | -9.2% | +7.6% | -16.9% | -11.9% |
| 3M | -51.0% | +12.6% | -63.7% | -53.8% |
| 6M | +15.8% | +14.4% | +1.4% | +8.2% |
| YTD | +58.9% | +19.6% | +39.2% | +45.0% |
| 1Y | +68.5% | +33.9% | +34.6% | +45.6% |
| 3Y | +485.2% | +27.1% | +458.1% | +406.5% |
| 5Y | +2,005.1% | +48.5% | +1,956.6% | +1,583.6% |
| 10Y | +7,118.0% | +126.2% | +6,991.7% | +4,650.1% |
| All | +7,585.5% | +218.5% | +7,367.0% | +4,281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling