+93.7%
QQQM vs SN
+368.4%
-274.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.5% |
| 7D | +1.0% | -3.4% | +4.4% | +1.8% |
| 30D | -0.6% | -9.1% | +8.4% | +1.3% |
| 3M | +1.3% | +31.8% | -30.5% | -5.1% |
| 6M | +18.2% | +52.0% | -33.8% | +6.5% |
| YTD | +16.9% | +51.3% | -34.4% | +5.2% |
| 1Y | +24.0% | +46.9% | -22.8% | +11.9% |
| All | +93.7% | +368.4% | -274.7% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling