+136.6%
SPY vs QQQM
+153.2%
-16.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.5% | +1.5% | -0.9% | -0.5% |
| 30D | -0.9% | -0.7% | -0.3% | -0.5% |
| 3M | +3.9% | +0.4% | +3.4% | +3.2% |
| 6M | +14.5% | +20.1% | -5.5% | 0.0% |
| YTD | +12.9% | +17.2% | -4.3% | +0.2% |
| 1Y | +19.4% | +24.7% | -5.4% | +1.2% |
| 3Y | +78.5% | +96.6% | -18.1% | +9.1% |
| 5Y | +81.8% | +95.0% | -13.3% | +8.7% |
| All | +136.6% | +153.2% | -16.6% | +21.3% |
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