+1,506.2%
QQQ vs STZ
+2,540.6%
-1,034.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.6% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | -7.5% | +14.9% | -22.4% | -11.1% |
| 3M | -3.8% | +8.4% | -12.2% | -6.5% |
| 6M | -3.0% | +2.8% | -5.8% | -4.7% |
| YTD | +12.8% | +7.5% | +5.2% | +8.4% |
| 1Y | +11.6% | +12.5% | -1.0% | +5.8% |
| 3Y | +85.6% | -35.4% | +121.0% | +101.8% |
| 5Y | +82.1% | -29.3% | +111.4% | +92.5% |
| 10Y | +538.0% | +11.8% | +526.2% | +475.1% |
| All | +1,506.2% | +2,540.6% | -1,034.4% | +498.5% |
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