+108.5%
QQQM vs S
-57.1%
+165.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -0.6% | -0.7% | +0.1% | -0.5% |
| 30D | -1.2% | -11.4% | +10.2% | +0.7% |
| 3M | -0.1% | +33.8% | -33.9% | -6.2% |
| 6M | +18.0% | +39.5% | -21.5% | +9.0% |
| YTD | +16.7% | +31.7% | -15.0% | +8.7% |
| 1Y | +23.0% | +7.0% | +16.1% | +18.8% |
| 3Y | +93.3% | +11.8% | +81.6% | +78.2% |
| 5Y | +96.3% | -69.0% | +165.3% | +103.0% |
| All | +108.5% | -57.1% | +165.6% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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