+90.8%
QQQM vs SN
+496.6%
-405.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -0.7% | -5.6% | +4.9% | +0.3% |
| 3M | +0.4% | +48.1% | -47.6% | -7.0% |
| 6M | +20.1% | +57.6% | -37.6% | +9.4% |
| YTD | +17.2% | +56.5% | -39.3% | +6.8% |
| 1Y | +24.7% | +52.6% | -27.8% | +13.8% |
| 3Y | +96.6% | +412.0% | -315.4% | +59.8% |
| All | +90.8% | +496.6% | -405.9% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling