+96.4%
QQQM vs SE
-67.6%
+164.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | -0.6% | -5.2% | +4.7% | +0.4% |
| 30D | -1.2% | -17.1% | +15.9% | +2.0% |
| 3M | -0.1% | +24.0% | -24.1% | -4.6% |
| 6M | +18.0% | +21.0% | -3.0% | +12.6% |
| YTD | +16.7% | -16.7% | +33.4% | +18.5% |
| 1Y | +23.0% | -45.9% | +69.0% | +34.9% |
| 3Y | +93.3% | +177.8% | -84.5% | +52.6% |
| All | +96.4% | -67.6% | +164.0% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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