+109.5%
QQQM vs S
-57.8%
+167.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | +1.5% | -5.8% | +7.3% | +2.6% |
| 30D | -0.7% | -9.2% | +8.6% | +0.8% |
| 3M | +0.4% | +23.4% | -22.9% | -4.2% |
| 6M | +20.1% | +36.9% | -16.9% | +11.3% |
| YTD | +17.2% | +29.5% | -12.3% | +9.5% |
| 1Y | +24.7% | +5.4% | +19.3% | +20.7% |
| 3Y | +96.6% | +14.7% | +81.9% | +80.3% |
| 5Y | +95.0% | -71.5% | +166.6% | +103.1% |
| All | +109.5% | -57.8% | +167.2% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling