+152.5%
QQQM vs SFM
+238.3%
-85.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | +0.1% |
| 7D | +1.0% | -7.2% | +8.2% | +1.7% |
| 30D | -0.6% | -14.3% | +13.7% | +0.8% |
| 3M | +1.3% | -13.7% | +15.0% | +2.5% |
| 6M | +18.2% | -6.0% | +24.2% | +18.0% |
| YTD | +16.9% | -8.2% | +25.2% | +16.8% |
| 1Y | +24.0% | -46.2% | +70.3% | +32.0% |
| 3Y | +96.0% | +83.6% | +12.5% | +78.8% |
| 5Y | +95.2% | +212.7% | -117.5% | +70.1% |
| All | +152.5% | +238.3% | -85.8% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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