+552.9%
QQQ vs SFM
+268.6%
+284.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.9% |
| 7D | -1.3% | -8.8% | +7.5% | -0.2% |
| 30D | -1.4% | -14.5% | +13.1% | +0.3% |
| 3M | +2.3% | -16.8% | +19.1% | +4.1% |
| 6M | +16.9% | -5.3% | +22.2% | +16.6% |
| YTD | +15.6% | -9.4% | +25.0% | +15.7% |
| 1Y | +22.6% | -46.2% | +68.8% | +30.8% |
| 3Y | +93.5% | +81.3% | +12.3% | +73.9% |
| 5Y | +93.9% | +211.9% | -118.0% | +59.8% |
| All | +552.9% | +268.6% | +284.3% | +405.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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