+91.6%
QQQM vs SO
+43.5%
+48.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.2% |
| 7D | -1.3% | -1.1% | -0.1% | -1.4% |
| 30D | -1.4% | -3.7% | +2.4% | -2.0% |
| 3M | +2.2% | -5.9% | +8.1% | +1.2% |
| 6M | +16.9% | -7.3% | +24.2% | +15.7% |
| YTD | +15.7% | +3.1% | +12.6% | +16.0% |
| 1Y | +22.7% | -1.0% | +23.7% | +22.5% |
| All | +91.6% | +43.5% | +48.2% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling