+116.4%
QQQM vs SMR
+7.6%
+108.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | 0.0% |
| 7D | +1.0% | +13.1% | -12.1% | +0.1% |
| 30D | -0.6% | +17.8% | -18.4% | -2.0% |
| 3M | +1.3% | +8.1% | -6.8% | +0.2% |
| 6M | +18.2% | -11.1% | +29.3% | +17.6% |
| YTD | +16.9% | -23.7% | +40.6% | +16.9% |
| 1Y | +24.0% | -69.4% | +93.5% | +29.7% |
| 3Y | +96.0% | +82.6% | +13.4% | +78.7% |
| All | +116.4% | +7.6% | +108.8% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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