+58.2%
QQQI vs STT
+177.9%
-119.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.5% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -0.3% | +1.7% | -2.0% | -1.0% |
| 3M | +1.3% | +17.9% | -16.6% | -4.7% |
| 6M | +11.5% | +55.3% | -43.8% | -5.6% |
| YTD | +11.3% | +52.7% | -41.4% | -5.6% |
| 1Y | +16.9% | +75.7% | -58.8% | -6.3% |
| All | +58.2% | +177.9% | -119.7% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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