+1,481.8%
QQQ vs SM
+860.5%
+621.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +3.6% | +9.4% | -5.8% | +2.5% |
| 30D | -6.7% | -14.4% | +7.6% | -5.3% |
| 3M | -7.0% | +1.6% | -8.6% | -7.8% |
| 6M | -4.7% | +6.3% | -11.0% | -6.6% |
| YTD | +11.1% | +78.8% | -67.7% | +1.4% |
| 1Y | +12.3% | +83.1% | -70.9% | +2.0% |
| 3Y | +83.3% | -5.9% | +89.2% | +76.7% |
| 5Y | +77.5% | +4.8% | +72.7% | +63.7% |
| 10Y | +528.3% | +17.5% | +510.7% | +334.8% |
| All | +1,481.8% | +860.5% | +621.3% | +491.6% |
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