+93.9%
QQQ vs STX
+1,047.5%
-953.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.4% |
| 7D | -1.3% | +8.0% | -9.2% | -3.3% |
| 30D | -1.4% | +5.1% | -6.5% | -3.2% |
| 3M | +2.3% | +5.8% | -3.5% | -1.5% |
| 6M | +16.9% | +124.9% | -108.1% | -9.8% |
| YTD | +15.6% | +213.9% | -198.3% | -21.2% |
| 1Y | +22.6% | +350.4% | -327.8% | -28.1% |
| 3Y | +93.5% | +1,314.2% | -1,220.7% | -29.8% |
| 5Y | +93.9% | +1,092.8% | -998.9% | -24.2% |
| All | +93.9% | +1,047.5% | -953.6% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling