+558.6%
QQQ vs STX
+3,412.6%
-2,854.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.9% |
| 7D | -0.6% | -2.3% | +1.7% | -0.1% |
| 30D | -1.2% | -5.5% | +4.3% | -0.3% |
| 3M | -0.2% | -4.3% | +4.1% | -1.4% |
| 6M | +17.9% | +115.6% | -97.7% | -8.8% |
| YTD | +16.6% | +202.2% | -185.5% | -20.4% |
| 1Y | +23.0% | +325.3% | -302.3% | -26.4% |
| 3Y | +92.9% | +1,283.9% | -1,191.0% | -24.3% |
| 5Y | +95.6% | +1,048.3% | -952.7% | -20.8% |
| All | +558.6% | +3,412.6% | -2,854.1% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling