+93.3%
QQQM vs SPYG
+98.4%
-5.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.1% |
| 7D | -0.6% | -0.9% | +0.3% | +0.3% |
| 30D | -1.2% | -1.5% | +0.3% | +0.3% |
| 3M | -0.1% | +3.7% | -3.8% | -3.6% |
| 6M | +18.0% | +16.4% | +1.5% | +1.5% |
| YTD | +16.7% | +13.3% | +3.4% | +3.2% |
| 1Y | +23.0% | +17.9% | +5.2% | +4.6% |
| 3Y | +93.3% | +98.3% | -5.0% | -5.5% |
| All | +93.3% | +98.4% | -5.0% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling