+93.3%
QQQM vs SCHW
+86.6%
+6.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | -1.9% | +1.3% | -0.1% |
| 30D | -1.2% | -1.6% | +0.4% | -0.9% |
| 3M | -0.1% | +21.3% | -21.4% | -5.3% |
| 6M | +18.0% | +16.5% | +1.5% | +12.6% |
| YTD | +16.7% | +8.4% | +8.3% | +13.6% |
| 1Y | +23.0% | +15.6% | +7.4% | +17.2% |
| 3Y | +93.3% | +86.8% | +6.5% | +64.6% |
| All | +93.3% | +86.6% | +6.7% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 3y: compounded portfolio wealth divided by compounded SCHW 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…
3y analysis · Full analysis span regression · 6 months rolling