+96.4%
QQQM vs SGI
+47.3%
+49.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -0.6% | -4.5% | +3.9% | +0.8% |
| 30D | -1.2% | +4.2% | -5.4% | -2.6% |
| 3M | -0.1% | -7.4% | +7.4% | +1.7% |
| 6M | +18.0% | -15.1% | +33.0% | +22.2% |
| YTD | +16.7% | -24.7% | +41.4% | +24.8% |
| 1Y | +23.0% | -21.8% | +44.8% | +29.4% |
| 3Y | +93.3% | +50.0% | +43.3% | +60.1% |
| All | +96.4% | +47.3% | +49.1% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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