+96.2%
QQQ vs STM
+20.8%
+75.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.5% | +5.2% | -3.7% | +0.2% |
| 30D | -0.6% | -7.4% | +6.7% | +1.2% |
| 3M | +0.4% | -30.6% | +31.1% | +8.9% |
| 6M | +20.1% | +66.4% | -46.3% | +2.1% |
| YTD | +17.2% | +101.1% | -83.9% | -6.0% |
| 1Y | +24.7% | +97.4% | -72.7% | -0.3% |
| 3Y | +96.2% | +21.1% | +75.0% | +69.8% |
| All | +96.2% | +20.8% | +75.4% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling