+70.4%
QQQM vs SW
-2.6%
+73.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -5.0% | +2.3% | -7.3% | -5.2% |
| 30D | -13.4% | +6.8% | -20.2% | -14.2% |
| 3M | -8.1% | -5.2% | -2.9% | -7.6% |
| 6M | -5.4% | +7.4% | -12.9% | -6.8% |
| YTD | +7.2% | +17.4% | -10.2% | +3.9% |
| 1Y | +7.8% | +27.1% | -19.3% | +3.4% |
| 3Y | +81.2% | +47.9% | +33.3% | +69.9% |
| All | +70.4% | -2.6% | +73.0% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling