+94.5%
QQQ vs STT
+158.4%
-63.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | +1.0% | 0.0% | +0.6% |
| 30D | -0.6% | +2.8% | -3.4% | -1.8% |
| 3M | +1.3% | +18.1% | -16.8% | -5.6% |
| 6M | +18.1% | +59.2% | -41.1% | -3.0% |
| YTD | +16.9% | +51.5% | -34.6% | -2.3% |
| 1Y | +24.0% | +75.7% | -51.7% | -2.9% |
| 3Y | +95.6% | +200.8% | -105.1% | +20.9% |
| 5Y | +94.5% | +155.8% | -61.3% | +19.7% |
| All | +94.5% | +158.4% | -63.9% | +19.7% |
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