+140.0%
QQQM vs STLD
+664.2%
-524.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.5% |
| 7D | +3.6% | +2.9% | +0.7% | +2.9% |
| 30D | -6.7% | -5.6% | -1.2% | -5.5% |
| 3M | -7.0% | -11.7% | +4.7% | -4.7% |
| 6M | -4.6% | -2.8% | -1.8% | -4.8% |
| YTD | +11.1% | +36.4% | -25.4% | +2.1% |
| 1Y | +12.3% | +50.0% | -37.7% | +1.0% |
| 3Y | +83.6% | +122.3% | -38.7% | +48.9% |
| 5Y | +78.1% | +273.2% | -195.1% | +29.7% |
| All | +140.0% | +664.2% | -524.2% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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