+152.5%
QQQM vs SM
+2,361.5%
-2,208.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -0.6% | +20.3% | -20.9% | -2.1% |
| 3M | +1.3% | +22.9% | -21.6% | -0.7% |
| 6M | +18.2% | +47.8% | -29.6% | +13.5% |
| YTD | +16.9% | +107.5% | -90.5% | +8.7% |
| 1Y | +24.0% | +51.7% | -27.7% | +18.3% |
| 3Y | +96.0% | -0.9% | +96.9% | +90.0% |
| 5Y | +95.2% | +112.2% | -17.0% | +83.9% |
| All | +152.5% | +2,361.5% | -2,208.9% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling