+152.0%
QQQM vs SO
+86.5%
+65.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | -1.2% | -5.0% | +3.8% | -0.7% |
| 3M | -0.1% | -5.8% | +5.7% | +0.4% |
| 6M | +18.0% | -7.9% | +25.9% | +18.8% |
| YTD | +16.7% | +2.4% | +14.3% | +15.6% |
| 1Y | +23.0% | -2.3% | +25.3% | +22.7% |
| 3Y | +93.3% | +41.9% | +51.5% | +73.8% |
| 5Y | +96.3% | +58.1% | +38.2% | +72.9% |
| All | +152.0% | +86.5% | +65.5% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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