+49.8%
QQQM vs SARO
-22.5%
+72.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.4% |
| 7D | -0.6% | -3.1% | +2.5% | +0.3% |
| 30D | -1.2% | -12.2% | +11.0% | +2.3% |
| 3M | -0.1% | -7.4% | +7.3% | +1.6% |
| 6M | +18.0% | -15.3% | +33.2% | +22.2% |
| YTD | +16.7% | -16.2% | +32.9% | +20.8% |
| 1Y | +23.0% | -12.1% | +35.1% | +24.9% |
| All | +49.8% | -22.5% | +72.3% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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