+94.6%
QQQM vs S
-70.4%
+165.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | -1.4% | -11.8% | +10.4% | +0.7% |
| 3M | +2.2% | +33.9% | -31.8% | -4.3% |
| 6M | +16.9% | +40.1% | -23.2% | +7.6% |
| YTD | +15.7% | +32.1% | -16.4% | +7.3% |
| 1Y | +22.7% | +11.0% | +11.6% | +17.3% |
| 3Y | +93.9% | +16.9% | +77.0% | +76.3% |
| 5Y | +94.6% | -68.9% | +163.5% | +104.8% |
| All | +94.6% | -70.4% | +165.0% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling