+149.8%
QQQM vs SYY
+43.1%
+106.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -1.3% | +1.5% | -2.8% | -1.6% |
| 30D | -1.4% | -2.3% | +1.0% | -0.9% |
| 3M | +2.2% | +5.5% | -3.3% | +0.7% |
| 6M | +16.9% | -1.0% | +17.8% | +16.4% |
| YTD | +15.7% | +14.1% | +1.5% | +10.7% |
| 1Y | +22.7% | +5.6% | +17.1% | +19.7% |
| 3Y | +93.9% | +27.9% | +66.0% | +76.5% |
| 5Y | +94.6% | +22.7% | +71.8% | +82.8% |
| All | +149.8% | +43.1% | +106.7% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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