+149.8%
QQQM vs SRE
+60.0%
+89.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | -1.4% | -1.7% | +0.4% | -1.1% |
| 3M | +2.2% | -7.1% | +9.2% | +3.8% |
| 6M | +16.9% | -8.4% | +25.3% | +18.9% |
| YTD | +15.7% | -3.5% | +19.2% | +15.9% |
| 1Y | +22.7% | +5.4% | +17.3% | +19.7% |
| 3Y | +93.9% | +29.5% | +64.4% | +73.2% |
| 5Y | +94.6% | +48.3% | +46.2% | +71.3% |
| All | +149.8% | +60.0% | +89.8% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling