+12.3%
QQQM vs STLD
+46.8%
-34.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.6% |
| 7D | +3.6% | +2.9% | +0.7% | +3.1% |
| 30D | -6.7% | -5.6% | -1.2% | -5.8% |
| 3M | -7.0% | -11.7% | +4.7% | -5.3% |
| 6M | -4.6% | -2.8% | -1.8% | -4.9% |
| YTD | +11.1% | +36.4% | -25.4% | +3.5% |
| 1Y | +12.3% | +50.0% | -37.7% | +0.8% |
| All | +12.3% | +46.8% | -34.5% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling