+1,570.9%
QQQ vs STT
+690.9%
+880.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +0.2% | +3.9% | -3.6% | -1.0% |
| 3M | -2.8% | +20.0% | -22.8% | -8.4% |
| 6M | +18.0% | +55.3% | -37.3% | +2.3% |
| YTD | +17.3% | +53.3% | -36.0% | +2.0% |
| 1Y | +25.6% | +74.7% | -49.1% | +4.6% |
| 3Y | +93.7% | +205.8% | -112.1% | +34.1% |
| 5Y | +94.2% | +145.0% | -50.9% | +40.8% |
| 10Y | +557.9% | +266.0% | +291.8% | +296.2% |
| All | +1,570.9% | +690.9% | +880.1% | +410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling