+96.4%
QQQM vs SM
+108.4%
-12.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.6% | +4.6% | -5.1% | -1.1% |
| 30D | -1.2% | +18.2% | -19.4% | -3.3% |
| 3M | -0.1% | +22.5% | -22.6% | -3.0% |
| 6M | +18.0% | +50.6% | -32.6% | +10.2% |
| YTD | +16.7% | +108.1% | -91.4% | +3.4% |
| 1Y | +23.0% | +46.0% | -23.0% | +14.7% |
| 3Y | +93.3% | +2.9% | +90.5% | +83.2% |
| All | +96.4% | +108.4% | -12.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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