+95.2%
QQQM vs STLD
+294.9%
-199.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.0% | -2.8% | +3.8% | +1.7% |
| 30D | -0.6% | -10.4% | +9.8% | +2.0% |
| 3M | +1.3% | -10.6% | +11.9% | +3.6% |
| 6M | +18.2% | +32.7% | -14.5% | +8.5% |
| YTD | +16.9% | +42.8% | -25.9% | +4.8% |
| 1Y | +24.0% | +86.9% | -62.9% | +3.0% |
| 3Y | +96.0% | +143.8% | -47.8% | +48.2% |
| 5Y | +95.2% | +293.5% | -198.3% | +26.2% |
| All | +95.2% | +294.9% | -199.7% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling