+152.0%
QQQM vs STRL
+3,313.8%
-3,161.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | +0.1% |
| 7D | -0.6% | +5.0% | -5.6% | -1.3% |
| 30D | -1.2% | -6.9% | +5.7% | -0.3% |
| 3M | -0.1% | -39.1% | +39.0% | +6.6% |
| 6M | +18.0% | +21.5% | -3.5% | +9.6% |
| YTD | +16.7% | +66.9% | -50.2% | +2.1% |
| 1Y | +23.0% | +61.6% | -38.6% | +7.2% |
| 3Y | +93.3% | +560.0% | -466.7% | +28.0% |
| 5Y | +96.3% | +2,238.9% | -2,142.6% | +5.6% |
| All | +152.0% | +3,313.8% | -3,161.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded STRL 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling