+571.7%
QQQ vs STM
+656.4%
-84.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.0% | +1.7% | -0.7% | +0.4% |
| 30D | -0.6% | -5.2% | +4.5% | +1.0% |
| 3M | +1.3% | -29.6% | +30.9% | +12.0% |
| 6M | +18.1% | +54.4% | -36.2% | -2.4% |
| YTD | +16.9% | +99.5% | -82.6% | -12.7% |
| 1Y | +24.0% | +100.8% | -76.8% | -8.6% |
| 3Y | +95.6% | +20.2% | +75.5% | +63.9% |
| 5Y | +94.5% | +21.1% | +73.4% | +57.3% |
| 10Y | +571.7% | +664.5% | -92.8% | +231.9% |
| All | +571.7% | +656.4% | -84.7% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling