+152.0%
QQQM vs SNY
+7.6%
+144.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -3.3% | +2.8% | -0.1% |
| 30D | -1.2% | -2.2% | +0.9% | -0.9% |
| 3M | -0.1% | -3.0% | +2.9% | +0.2% |
| 6M | +18.0% | +2.7% | +15.2% | +17.1% |
| YTD | +16.7% | -6.8% | +23.5% | +17.6% |
| 1Y | +23.0% | -5.3% | +28.3% | +23.5% |
| 3Y | +93.3% | -9.8% | +103.1% | +93.4% |
| 5Y | +96.3% | +9.7% | +86.6% | +82.0% |
| All | +152.0% | +7.6% | +144.4% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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