+12.3%
QQQ vs SM
+70.4%
-58.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.3% | +16.3% | -0.5% |
| 7D | -4.6% | -21.5% | +16.8% | -6.7% |
| 30D | -8.5% | -11.4% | +2.9% | -9.3% |
| 3M | -4.3% | +0.6% | -4.9% | -3.8% |
| 6M | +3.1% | +0.2% | +2.8% | +4.3% |
| YTD | +13.0% | +69.7% | -56.6% | +15.0% |
| 1Y | +12.3% | +71.6% | -59.3% | +14.5% |
| All | +12.3% | +70.4% | -58.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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