+82.1%
QQQ vs STT
+109.1%
-27.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.7% |
| 7D | -0.2% | +0.4% | -0.7% | -0.3% |
| 30D | -7.5% | -0.4% | -7.0% | -7.2% |
| 3M | -3.8% | -6.5% | +2.7% | -1.1% |
| 6M | -3.0% | +17.2% | -20.2% | -9.5% |
| YTD | +12.8% | +38.2% | -25.4% | -2.4% |
| 1Y | +11.6% | +49.3% | -37.7% | -6.6% |
| 3Y | +85.6% | +181.9% | -96.4% | +16.9% |
| 5Y | +82.1% | +106.9% | -24.8% | +21.7% |
| All | +82.1% | +109.1% | -27.0% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling