+153.2%
QQQM vs SYF
+214.7%
-61.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +1.5% | +2.6% | -1.1% | +0.7% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | +0.4% | +11.9% | -11.5% | -3.3% |
| 6M | +20.1% | +18.9% | +1.1% | +13.3% |
| YTD | +17.2% | -4.6% | +21.8% | +17.6% |
| 1Y | +24.7% | +6.4% | +18.4% | +20.8% |
| 3Y | +96.6% | +167.2% | -70.6% | +40.5% |
| 5Y | +95.0% | +92.3% | +2.7% | +45.0% |
| All | +153.2% | +214.7% | -61.5% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling