+91.6%
QQQM vs STRL
+513.3%
-421.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -1.3% | +5.4% | -6.7% | -2.1% |
| 30D | -1.4% | -9.0% | +7.6% | -0.1% |
| 3M | +2.2% | -37.1% | +39.2% | +8.4% |
| 6M | +16.9% | +17.8% | -0.9% | +8.7% |
| YTD | +15.7% | +58.3% | -42.7% | +1.2% |
| 1Y | +22.7% | +61.0% | -38.3% | +5.7% |
| All | +91.6% | +513.3% | -421.6% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling