+152.0%
QQQM vs SNAP
-79.2%
+231.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | -0.6% | +3.8% | -4.4% | -1.1% |
| 30D | -1.2% | +9.2% | -10.4% | -2.6% |
| 3M | -0.1% | +6.6% | -6.7% | -1.6% |
| 6M | +18.0% | +16.9% | +1.1% | +14.0% |
| YTD | +16.7% | -29.6% | +46.3% | +20.5% |
| 1Y | +23.0% | -22.1% | +45.1% | +24.8% |
| 3Y | +93.3% | -39.8% | +133.2% | +92.2% |
| 5Y | +96.3% | -92.4% | +188.7% | +128.7% |
| All | +152.0% | -79.2% | +231.2% | +174.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling