+94.6%
QQQM vs STM
+17.3%
+77.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | -1.4% | -7.8% | +6.5% | +1.1% |
| 3M | +2.2% | -28.2% | +30.4% | +11.9% |
| 6M | +16.9% | +52.0% | -35.1% | -3.1% |
| YTD | +15.7% | +96.4% | -80.7% | -13.5% |
| 1Y | +22.7% | +98.8% | -76.2% | -9.7% |
| 3Y | +93.9% | +18.3% | +75.7% | +64.9% |
| 5Y | +94.6% | +17.7% | +76.8% | +57.0% |
| All | +94.6% | +17.3% | +77.3% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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