+514.1%
SMH vs QQQM
+149.8%
+364.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.4% | -0.9% |
| 7D | +1.4% | -1.3% | +2.6% | +3.3% |
| 30D | -2.2% | -1.4% | -0.8% | -0.1% |
| 3M | -1.9% | +2.2% | -4.0% | -3.5% |
| 6M | +41.0% | +16.9% | +24.1% | +16.4% |
| YTD | +55.6% | +15.7% | +39.9% | +30.8% |
| 1Y | +86.8% | +22.7% | +64.1% | +45.8% |
| 3Y | +277.7% | +93.9% | +183.7% | +68.5% |
| 5Y | +324.2% | +94.6% | +229.6% | +95.2% |
| All | +514.1% | +149.8% | +364.3% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 QQQM 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