+78.1%
QQQM vs STRL
+906.9%
-828.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.7% |
| 7D | +3.6% | +15.7% | -12.0% | +0.9% |
| 30D | -6.7% | -35.5% | +28.7% | -0.4% |
| 3M | -7.0% | -47.1% | +40.1% | +2.2% |
| 6M | -4.6% | -65.8% | +61.2% | +11.3% |
| YTD | +11.1% | -4.5% | +15.6% | +2.6% |
| 1Y | +12.3% | -10.5% | +22.8% | +4.8% |
| 3Y | +83.6% | +340.6% | -257.0% | +12.5% |
| All | +78.1% | +906.9% | -828.7% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling