+149.8%
QQQM vs SITM
+561.8%
-412.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | -1.3% | +4.8% | -6.1% | -2.1% |
| 30D | -1.4% | -9.7% | +8.4% | +0.1% |
| 3M | +2.2% | -9.3% | +11.5% | +2.2% |
| 6M | +16.9% | +69.5% | -52.6% | +2.6% |
| YTD | +15.7% | +70.5% | -54.9% | +0.3% |
| 1Y | +22.7% | +145.3% | -122.6% | -2.3% |
| 3Y | +93.9% | +432.8% | -338.9% | +22.0% |
| 5Y | +94.6% | +174.0% | -79.5% | +26.2% |
| All | +149.8% | +561.8% | -412.0% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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