+152.0%
QQQM vs STLA
-29.4%
+181.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.3% |
| 7D | -0.6% | -2.9% | +2.3% | +0.1% |
| 30D | -1.2% | +0.9% | -2.1% | -1.6% |
| 3M | -0.1% | -21.6% | +21.5% | +5.8% |
| 6M | +18.0% | -21.6% | +39.6% | +24.3% |
| YTD | +16.7% | -50.4% | +67.1% | +36.5% |
| 1Y | +23.0% | -43.6% | +66.6% | +37.3% |
| 3Y | +93.3% | -66.4% | +159.7% | +139.0% |
| 5Y | +96.3% | -62.3% | +158.6% | +119.7% |
| All | +152.0% | -29.4% | +181.5% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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