+152.5%
QQQM vs STLA
-30.9%
+183.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -0.6% | -5.2% | +4.6% | +0.5% |
| 3M | +1.3% | -24.9% | +26.2% | +8.4% |
| 6M | +18.2% | -25.2% | +43.4% | +26.0% |
| YTD | +16.9% | -51.4% | +68.3% | +37.4% |
| 1Y | +24.0% | -40.7% | +64.7% | +36.1% |
| 3Y | +96.0% | -66.3% | +162.3% | +141.4% |
| 5Y | +95.2% | -63.2% | +158.4% | +119.8% |
| All | +152.5% | -30.9% | +183.4% | +144.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling