+25.6%
QQQ vs STX
+382.7%
-357.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.2% | -0.7% |
| 7D | +0.4% | +2.4% | -2.0% | 0.0% |
| 30D | +0.2% | +1.4% | -1.2% | -0.3% |
| 3M | -2.8% | -8.2% | +5.4% | -2.6% |
| 6M | +18.0% | +127.0% | -109.0% | +5.9% |
| YTD | +17.3% | +209.1% | -191.8% | +1.3% |
| 1Y | +25.6% | +365.4% | -339.8% | +4.6% |
| All | +25.6% | +382.7% | -357.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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