+20.5%
STM vs QQQI
+58.1%
-37.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.3% |
| 7D | +5.2% | +1.3% | +3.9% | +2.6% |
| 30D | -7.4% | +0.2% | -7.6% | -7.6% |
| 3M | -30.6% | +1.5% | -32.1% | -30.7% |
| 6M | +66.4% | +13.2% | +53.1% | +39.9% |
| YTD | +101.1% | +11.6% | +89.6% | +74.1% |
| 1Y | +97.4% | +18.0% | +79.4% | +55.4% |
| All | +20.5% | +58.1% | -37.6% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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