+95.7%
QQQ vs SFM
+213.6%
-117.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -0.6% | -10.6% | +10.0% | +0.6% |
| 30D | -1.2% | -15.5% | +14.2% | +0.5% |
| 3M | -0.2% | -17.4% | +17.2% | +1.6% |
| 6M | +17.9% | -3.4% | +21.4% | +17.2% |
| YTD | +16.6% | -8.7% | +25.3% | +16.6% |
| 1Y | +23.0% | -47.2% | +70.2% | +32.5% |
| 3Y | +92.9% | +82.7% | +10.2% | +71.3% |
| All | +95.7% | +213.6% | -117.9% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling