+153.2%
QQQM vs STT
+241.2%
-88.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.5% | +2.2% | -0.7% | +0.7% |
| 30D | -0.7% | +3.9% | -4.6% | -2.0% |
| 3M | +0.4% | +19.2% | -18.7% | -5.6% |
| 6M | +20.1% | +60.4% | -40.3% | +1.8% |
| YTD | +17.2% | +51.5% | -34.2% | +1.1% |
| 1Y | +24.7% | +76.3% | -51.5% | +2.0% |
| 3Y | +96.6% | +200.7% | -104.2% | +33.7% |
| 5Y | +95.0% | +157.5% | -62.4% | +33.5% |
| All | +153.2% | +241.2% | -88.0% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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