+4.5%
QQQM vs SPYG
+4.8%
-0.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.8% | -0.6% | -0.4% |
| 7D | -9.4% | -7.0% | -2.4% | -2.2% |
| 30D | -14.7% | -12.1% | -2.6% | -2.4% |
| 3M | -9.6% | -9.0% | -0.6% | -0.2% |
| 6M | -4.7% | -2.0% | -2.7% | -2.0% |
| YTD | +5.9% | +4.6% | +1.3% | +2.8% |
| 1Y | +4.5% | +4.4% | +0.1% | +1.6% |
| All | +4.5% | +4.8% | -0.3% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling