+1,570.9%
QQQ vs STZ
+2,230.0%
-659.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.4% | -1.9% | +2.3% | +0.9% |
| 30D | +0.2% | -1.9% | +2.1% | +0.6% |
| 3M | -2.8% | -6.2% | +3.4% | -1.6% |
| 6M | +18.0% | -14.0% | +32.0% | +21.9% |
| YTD | +17.3% | -5.1% | +22.4% | +17.2% |
| 1Y | +25.6% | -9.6% | +35.2% | +26.8% |
| 3Y | +93.7% | -47.2% | +141.0% | +123.8% |
| 5Y | +94.2% | -33.6% | +127.7% | +109.5% |
| 10Y | +557.9% | -9.8% | +567.6% | +530.2% |
| All | +1,570.9% | +2,230.0% | -659.0% | +547.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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