+1,570.9%
QQQ vs STM
+480.5%
+1,090.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.6% |
| 7D | +0.4% | +5.8% | -5.4% | -1.9% |
| 30D | +0.2% | -1.0% | +1.2% | +0.3% |
| 3M | -2.8% | -33.3% | +30.4% | +11.3% |
| 6M | +18.0% | +57.4% | -39.4% | -6.3% |
| YTD | +17.3% | +102.2% | -84.9% | -16.6% |
| 1Y | +25.6% | +99.6% | -74.0% | -11.4% |
| 3Y | +93.7% | +14.5% | +79.2% | +60.1% |
| 5Y | +94.2% | +21.4% | +72.8% | +51.6% |
| 10Y | +557.9% | +695.0% | -137.1% | +103.5% |
| All | +1,570.9% | +480.5% | +1,090.4% | +364.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling