+92.9%
QQQ vs SITM
+452.7%
-359.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | 0.0% |
| 7D | -0.6% | +3.9% | -4.4% | -1.2% |
| 30D | -1.2% | -6.6% | +5.4% | -0.5% |
| 3M | -0.2% | -11.9% | +11.7% | +0.3% |
| 6M | +17.9% | +81.1% | -63.2% | +4.2% |
| YTD | +16.6% | +80.0% | -63.3% | +2.1% |
| 1Y | +23.0% | +145.8% | -122.9% | +0.5% |
| 3Y | +92.9% | +475.9% | -382.9% | +29.0% |
| All | +92.9% | +452.7% | -359.7% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling