+22.6%
QQQ vs SM
+51.5%
-28.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.0% |
| 7D | -1.3% | +2.1% | -3.4% | -1.1% |
| 30D | -1.4% | +18.1% | -19.5% | -0.2% |
| 3M | +2.3% | +17.0% | -14.7% | +4.1% |
| 6M | +16.9% | +55.4% | -38.5% | +19.1% |
| YTD | +15.6% | +108.6% | -92.9% | +17.3% |
| 1Y | +22.6% | +45.7% | -23.0% | +25.1% |
| All | +22.6% | +51.5% | -28.9% | +25.1% |
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