+138.2%
QQQM vs SW
+38.0%
+100.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -1.5% | +2.2% | -3.7% | -1.8% |
| 30D | -10.2% | +7.4% | -17.6% | -11.0% |
| 3M | -6.3% | -5.9% | -0.4% | -5.8% |
| 6M | -4.9% | +9.0% | -13.9% | -6.2% |
| YTD | +10.3% | +18.1% | -7.9% | +7.3% |
| 1Y | +8.8% | +28.7% | -19.8% | +4.8% |
| 3Y | +81.8% | +48.8% | +33.0% | +72.2% |
| 5Y | +79.1% | +2.5% | +76.7% | +69.8% |
| All | +138.2% | +38.0% | +100.2% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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