-22.1%
SQQQ vs QQQM
+5.3%
-27.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -6.3% | +25.6% | +0.1% |
| 7D | +31.0% | -9.4% | +40.4% | +0.4% |
| 30D | +55.7% | -14.7% | +70.3% | +1.4% |
| 3M | +31.2% | -9.6% | +40.8% | +3.9% |
| 6M | +5.1% | -4.7% | +9.8% | +7.9% |
| YTD | -24.9% | +5.9% | -30.7% | +13.2% |
| 1Y | -22.1% | +4.5% | -26.6% | +15.9% |
| All | -22.1% | +5.3% | -27.4% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling