+152.0%
QQQM vs SRE
+58.8%
+93.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -0.6% | -0.8% | +0.3% | -0.4% |
| 30D | -1.2% | -3.0% | +1.8% | -0.6% |
| 3M | -0.1% | -8.3% | +8.2% | +1.8% |
| 6M | +18.0% | -8.9% | +26.9% | +20.1% |
| YTD | +16.7% | -4.3% | +21.0% | +17.1% |
| 1Y | +23.0% | +2.7% | +20.3% | +20.9% |
| 3Y | +93.3% | +28.7% | +64.7% | +72.9% |
| 5Y | +96.3% | +47.1% | +49.1% | +73.1% |
| All | +152.0% | +58.8% | +93.3% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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