+115.2%
QQQ vs SMR
-14.3%
+129.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.7% | +16.5% | +2.0% |
| 7D | -0.6% | -11.2% | +10.7% | +0.1% |
| 30D | -1.2% | -10.2% | +9.0% | -0.8% |
| 3M | -0.2% | -10.0% | +9.8% | -0.1% |
| 6M | +17.9% | -30.5% | +48.4% | +19.3% |
| YTD | +16.6% | -39.2% | +55.9% | +18.4% |
| 1Y | +23.0% | -75.5% | +98.5% | +30.6% |
| 3Y | +92.9% | +45.4% | +47.5% | +78.4% |
| All | +115.2% | -14.3% | +129.5% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling