+94.6%
QQQM vs SAP
+52.7%
+41.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.5% |
| 7D | -1.3% | -5.1% | +3.8% | +0.8% |
| 30D | -1.4% | -1.8% | +0.4% | -0.9% |
| 3M | +2.2% | +20.9% | -18.8% | -6.3% |
| 6M | +16.9% | +7.0% | +9.9% | +12.3% |
| YTD | +15.7% | -13.7% | +29.4% | +21.9% |
| 1Y | +22.7% | -19.6% | +42.2% | +33.8% |
| 3Y | +93.9% | +52.4% | +41.5% | +42.2% |
| 5Y | +94.6% | +54.4% | +40.1% | +31.5% |
| All | +94.6% | +52.7% | +41.8% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling