+94.6%
QQQM vs SW
-2.3%
+96.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +0.4% | -5.1% | +5.5% | +1.1% |
| 30D | +0.2% | -4.6% | +4.8% | +0.8% |
| 3M | -2.8% | +9.4% | -12.2% | -4.3% |
| 6M | +18.1% | +3.5% | +14.6% | +16.8% |
| YTD | +17.4% | +22.0% | -4.7% | +13.3% |
| 1Y | +25.7% | +2.2% | +23.5% | +23.9% |
| 3Y | +94.1% | +19.6% | +74.5% | +85.7% |
| All | +94.6% | -2.3% | +96.9% | +84.0% |
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