+152.0%
QQQM vs SAP
+45.3%
+106.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | -4.1% | +3.5% | +0.9% |
| 30D | -1.2% | +1.1% | -2.3% | -1.7% |
| 3M | -0.1% | +26.1% | -26.2% | -9.3% |
| 6M | +18.0% | +9.8% | +8.2% | +12.2% |
| YTD | +16.7% | -13.6% | +30.3% | +21.8% |
| 1Y | +23.0% | -18.7% | +41.7% | +31.9% |
| 3Y | +93.3% | +54.1% | +39.2% | +50.6% |
| 5Y | +96.3% | +54.7% | +41.5% | +42.0% |
| All | +152.0% | +45.3% | +106.8% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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