+136.1%
SPY vs QQQM
+152.0%
-15.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.2% |
| 7D | -0.8% | -0.6% | -0.2% | -0.4% |
| 30D | -1.1% | -1.2% | +0.1% | -0.2% |
| 3M | +3.9% | -0.1% | +4.0% | +3.6% |
| 6M | +13.6% | +18.0% | -4.3% | +0.4% |
| YTD | +12.7% | +16.7% | -4.0% | +0.3% |
| 1Y | +17.5% | +23.0% | -5.5% | +0.6% |
| 3Y | +76.9% | +93.3% | -16.4% | +9.4% |
| 5Y | +83.6% | +96.3% | -12.7% | +9.4% |
| All | +136.1% | +152.0% | -15.9% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling