+149.8%
QQQM vs STLD
+687.8%
-538.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -1.3% | -3.6% | +2.4% | -0.5% |
| 30D | -1.4% | -10.1% | +8.7% | +0.8% |
| 3M | +2.2% | -11.4% | +13.6% | +4.4% |
| 6M | +16.9% | +30.8% | -13.9% | +9.0% |
| YTD | +15.7% | +40.7% | -25.0% | +5.7% |
| 1Y | +22.7% | +80.8% | -58.1% | +5.6% |
| 3Y | +93.9% | +140.2% | -46.2% | +54.7% |
| 5Y | +94.6% | +288.5% | -193.9% | +40.6% |
| All | +149.8% | +687.8% | -538.0% | +71.5% |
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