+152.0%
QQQM vs STZ
-26.7%
+178.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -0.6% | -4.5% | +3.9% | +0.3% |
| 30D | -1.2% | -8.6% | +7.4% | +0.5% |
| 3M | -0.1% | -13.8% | +13.7% | +2.8% |
| 6M | +18.0% | -17.2% | +35.1% | +22.0% |
| YTD | +16.7% | -9.4% | +26.1% | +16.9% |
| 1Y | +23.0% | -11.9% | +34.9% | +24.0% |
| 3Y | +93.3% | -49.6% | +142.9% | +127.5% |
| 5Y | +96.3% | -37.2% | +133.4% | +114.7% |
| All | +152.0% | -26.7% | +178.7% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling