+93.3%
QQQ vs SM
-1.2%
+94.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -0.6% | +20.3% | -20.9% | -2.4% |
| 3M | +1.3% | +22.9% | -21.6% | -1.1% |
| 6M | +18.1% | +47.8% | -29.7% | +11.4% |
| YTD | +16.9% | +107.5% | -90.6% | +3.9% |
| 1Y | +24.0% | +51.7% | -27.7% | +15.9% |
| All | +93.3% | -1.2% | +94.5% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling