+116.2%
QQQ vs SMR
+11.2%
+105.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +15.3% | -15.3% | -1.2% |
| 7D | +1.5% | +21.4% | -19.9% | 0.0% |
| 30D | -0.6% | +13.8% | -14.5% | -1.8% |
| 3M | +0.4% | +3.9% | -3.5% | -0.4% |
| 6M | +20.1% | -4.2% | +24.3% | +18.9% |
| YTD | +17.2% | -21.1% | +38.3% | +16.9% |
| 1Y | +24.7% | -67.1% | +91.8% | +29.8% |
| 3Y | +96.2% | +88.9% | +7.3% | +78.3% |
| All | +116.2% | +11.2% | +105.0% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling