-30.5%
SMR vs QQQI
+11.3%
-41.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.6% | -18.2% |
| 7D | -11.2% | -0.3% | -10.9% | -10.7% |
| 30D | -10.2% | -0.3% | -9.9% | -9.4% |
| 3M | -10.0% | +1.3% | -11.4% | -13.3% |
| 6M | -30.5% | +11.5% | -41.9% | -47.1% |
| All | -30.5% | +11.3% | -41.8% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 6mo: compounded portfolio wealth divided by compounded QQQI 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…
6mo analysis · Full analysis span regression · 6 months rolling