+149.8%
QQQM vs SYK
+27.9%
+121.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.3% |
| 7D | -1.3% | -12.3% | +11.1% | +3.5% |
| 30D | -1.4% | -22.4% | +21.1% | +8.2% |
| 3M | +2.2% | -12.3% | +14.5% | +5.4% |
| 6M | +16.9% | -24.3% | +41.2% | +28.3% |
| YTD | +15.7% | -22.8% | +38.4% | +25.3% |
| 1Y | +22.7% | -28.8% | +51.5% | +37.7% |
| 3Y | +93.9% | -4.0% | +97.9% | +85.0% |
| 5Y | +94.6% | +3.8% | +90.7% | +70.3% |
| All | +149.8% | +27.9% | +121.9% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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