+78.5%
QQQ vs STM
-6.5%
+85.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -1.5% | -7.9% | +6.4% | +0.9% |
| 30D | -10.2% | -14.1% | +4.0% | -6.1% |
| 3M | -6.3% | -17.6% | +11.3% | -1.2% |
| 6M | -4.9% | -24.2% | +19.3% | +0.2% |
| YTD | +10.2% | +73.3% | -63.1% | -15.0% |
| 1Y | +8.8% | +90.1% | -81.3% | -19.1% |
| 3Y | +81.4% | +10.3% | +71.0% | +55.2% |
| 5Y | +78.5% | -5.7% | +84.2% | +55.8% |
| All | +78.5% | -6.5% | +85.0% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling