+152.0%
QQQM vs SAN
+816.0%
-664.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.3% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -1.2% | +0.9% | -2.1% | -1.5% |
| 3M | -0.1% | +19.1% | -19.2% | -4.5% |
| 6M | +18.0% | +33.2% | -15.2% | +9.4% |
| YTD | +16.7% | +29.1% | -12.4% | +8.6% |
| 1Y | +23.0% | +50.2% | -27.2% | +10.2% |
| 3Y | +93.3% | +351.0% | -257.7% | +32.1% |
| 5Y | +96.3% | +394.7% | -298.4% | +26.0% |
| All | +152.0% | +816.0% | -664.0% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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