+11.3%
QQQ vs STT
+48.2%
-36.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | +6.4% | +5.1% | +1.2% | +4.2% |
| 30D | -7.5% | -0.2% | -7.2% | -7.4% |
| 3M | -4.8% | -8.1% | +3.3% | -2.2% |
| 6M | -2.5% | +16.6% | -19.1% | -7.8% |
| YTD | +12.4% | +37.8% | -25.4% | -1.4% |
| 1Y | +11.3% | +46.8% | -35.5% | -5.1% |
| All | +11.3% | +48.2% | -36.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling