+153.2%
QQQM vs SAN
+809.9%
-656.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.5% | +3.3% | -1.8% | +0.6% |
| 30D | -0.7% | +1.1% | -1.7% | -1.0% |
| 3M | +0.4% | +22.2% | -21.8% | -4.6% |
| 6M | +20.1% | +36.0% | -16.0% | +10.7% |
| YTD | +17.2% | +28.2% | -11.0% | +9.3% |
| 1Y | +24.7% | +54.1% | -29.4% | +11.0% |
| 3Y | +96.6% | +354.2% | -257.7% | +34.1% |
| 5Y | +95.0% | +387.3% | -292.2% | +25.4% |
| All | +153.2% | +809.9% | -656.7% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling