+268.9%
QQQ vs SITM
+4,437.5%
-4,168.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +1.0% | +3.7% | -2.7% | +0.3% |
| 30D | -0.6% | -14.5% | +13.9% | +1.7% |
| 3M | +1.3% | -10.6% | +11.9% | +1.6% |
| 6M | +18.1% | +65.5% | -47.4% | +4.6% |
| YTD | +16.9% | +67.0% | -50.1% | +2.2% |
| 1Y | +24.0% | +138.6% | -114.6% | +0.1% |
| 3Y | +95.6% | +421.8% | -326.2% | +26.6% |
| 5Y | +94.5% | +172.4% | -77.9% | +29.7% |
| All | +268.9% | +4,437.5% | -4,168.6% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling