+1,570.9%
QQQ vs SM
+969.4%
+601.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +0.2% | +26.3% | -26.1% | -2.6% |
| 3M | -2.8% | +8.7% | -11.5% | -4.3% |
| 6M | +18.0% | +51.7% | -33.7% | +10.8% |
| YTD | +17.3% | +99.0% | -81.7% | +6.3% |
| 1Y | +25.6% | +34.6% | -9.0% | +18.8% |
| 3Y | +93.7% | -7.8% | +101.5% | +87.9% |
| 5Y | +94.2% | +104.8% | -10.6% | +65.6% |
| 10Y | +557.9% | +7.2% | +550.6% | +364.7% |
| All | +1,570.9% | +969.4% | +601.6% | +520.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling