+152.0%
QQQM vs SYF
+204.1%
-52.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -0.6% | -4.9% | +4.3% | +0.9% |
| 30D | -1.2% | -4.3% | +3.1% | 0.0% |
| 3M | -0.1% | +5.5% | -5.6% | -2.1% |
| 6M | +18.0% | +17.5% | +0.4% | +11.7% |
| YTD | +16.7% | -7.8% | +24.5% | +18.3% |
| 1Y | +23.0% | +1.6% | +21.4% | +20.8% |
| 3Y | +93.3% | +154.8% | -61.5% | +40.2% |
| 5Y | +96.3% | +79.5% | +16.8% | +47.8% |
| All | +152.0% | +204.1% | -52.1% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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