+152.5%
QQQM vs SGI
+214.6%
-62.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | -0.6% | +5.5% | -6.2% | -2.2% |
| 3M | +1.3% | -3.6% | +4.9% | +1.8% |
| 6M | +18.2% | -15.0% | +33.2% | +22.1% |
| YTD | +16.9% | -23.0% | +39.9% | +23.6% |
| 1Y | +24.0% | -18.4% | +42.5% | +28.4% |
| 3Y | +96.0% | +57.8% | +38.3% | +64.5% |
| 5Y | +95.2% | +51.5% | +43.7% | +50.5% |
| All | +152.5% | +214.6% | -62.0% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling