+94.6%
QQQM vs STLA
-63.7%
+158.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.3% | -3.8% | +2.6% | -0.3% |
| 30D | -1.4% | -3.1% | +1.8% | -0.8% |
| 3M | +2.2% | -19.6% | +21.8% | +7.7% |
| 6M | +16.9% | -23.5% | +40.4% | +24.2% |
| YTD | +15.7% | -51.5% | +67.2% | +36.9% |
| 1Y | +22.7% | -39.7% | +62.3% | +34.1% |
| 3Y | +93.9% | -66.3% | +160.2% | +140.6% |
| 5Y | +94.6% | -63.1% | +157.7% | +115.4% |
| All | +94.6% | -63.7% | +158.3% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling