+91.6%
QQQM vs SPGI
+13.8%
+77.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -1.3% | -8.9% | +7.7% | +1.2% |
| 30D | -1.4% | +0.6% | -2.0% | -1.7% |
| 3M | +2.2% | +2.0% | +0.2% | +0.9% |
| 6M | +16.9% | +0.1% | +16.8% | +15.8% |
| YTD | +15.7% | -16.4% | +32.1% | +22.7% |
| 1Y | +22.7% | -18.9% | +41.6% | +31.9% |
| All | +91.6% | +13.8% | +77.9% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling