+12.3%
QQQ vs SFM
-36.8%
+49.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +3.6% | +6.0% | -2.4% | +3.8% |
| 30D | -6.7% | -19.5% | +12.7% | -7.3% |
| 3M | -7.0% | -37.0% | +30.0% | -8.7% |
| 6M | -4.7% | -41.0% | +36.3% | -6.6% |
| YTD | +11.1% | -34.6% | +45.7% | +10.2% |
| 1Y | +12.3% | -36.3% | +48.5% | +11.5% |
| All | +12.3% | -36.8% | +49.1% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling