+152.0%
QQQM vs SIRI
-39.8%
+191.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -0.6% | +0.6% | -1.1% | -0.6% |
| 30D | -1.2% | +2.5% | -3.7% | -1.6% |
| 3M | -0.1% | +6.6% | -6.7% | -1.2% |
| 6M | +18.0% | +32.9% | -14.9% | +13.1% |
| YTD | +16.7% | +50.5% | -33.8% | +9.7% |
| 1Y | +23.0% | +28.0% | -4.9% | +18.1% |
| 3Y | +93.3% | -22.4% | +115.7% | +91.7% |
| 5Y | +96.3% | -41.3% | +137.6% | +104.2% |
| All | +152.0% | -39.8% | +191.8% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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