+1,689.5%
QQQ vs STLA
+150.0%
+1,539.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +3.6% | -13.8% | +17.4% | +6.5% |
| 30D | -6.7% | -10.5% | +3.8% | -5.0% |
| 3M | -7.0% | -28.9% | +21.8% | -1.4% |
| 6M | -4.7% | -49.7% | +45.1% | +7.8% |
| YTD | +11.1% | -64.9% | +76.0% | +32.7% |
| 1Y | +12.3% | -64.0% | +76.3% | +33.2% |
| 3Y | +83.3% | -77.4% | +160.7% | +131.3% |
| 5Y | +77.5% | -74.4% | +151.9% | +114.8% |
| 10Y | +528.3% | -6.4% | +534.6% | +516.9% |
| All | +1,689.5% | +150.0% | +1,539.5% | +1,550.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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