+153.5%
QQQM vs STRL
+3,149.8%
-2,996.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.7% |
| 7D | +0.4% | +3.4% | -3.0% | -0.2% |
| 30D | +0.2% | -9.2% | +9.5% | +1.5% |
| 3M | -2.8% | -51.0% | +48.2% | +7.1% |
| 6M | +18.1% | +15.8% | +2.3% | +10.5% |
| YTD | +17.4% | +58.9% | -41.5% | +3.5% |
| 1Y | +25.7% | +68.5% | -42.9% | +8.6% |
| 3Y | +94.1% | +485.2% | -391.1% | +31.0% |
| 5Y | +94.9% | +2,005.1% | -1,910.2% | +5.8% |
| All | +153.5% | +3,149.8% | -2,996.3% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling