+23.0%
QQQM vs SN
+38.1%
-15.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -0.6% | -7.3% | +6.7% | +0.6% |
| 30D | -1.2% | -13.6% | +12.4% | +1.0% |
| 3M | -0.1% | +18.6% | -18.7% | -3.2% |
| 6M | +18.0% | +46.0% | -28.0% | +9.5% |
| YTD | +16.7% | +43.7% | -27.0% | +8.6% |
| 1Y | +23.0% | +39.2% | -16.1% | +14.1% |
| All | +23.0% | +38.1% | -15.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling