+152.0%
QQQM vs SPGI
+26.8%
+125.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -7.4% | +6.8% | +2.8% |
| 30D | -1.2% | +0.4% | -1.6% | -1.6% |
| 3M | -0.1% | +5.3% | -5.4% | -3.6% |
| 6M | +18.0% | +1.7% | +16.3% | +15.0% |
| YTD | +16.7% | -16.4% | +33.0% | +24.7% |
| 1Y | +23.0% | -20.5% | +43.5% | +34.7% |
| 3Y | +93.3% | +14.2% | +79.1% | +68.3% |
| 5Y | +96.3% | +0.6% | +95.7% | +75.7% |
| All | +152.0% | +26.8% | +125.2% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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