+266.8%
QQEW vs SPY
+322.5%
-55.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.5% |
| 7D | -2.5% | -0.8% | -1.8% | -1.7% |
| 30D | -3.8% | -1.1% | -2.7% | -2.7% |
| 3M | +3.0% | +3.9% | -0.9% | -1.1% |
| 6M | +18.2% | +13.6% | +4.6% | +3.1% |
| YTD | +10.7% | +12.7% | -2.0% | -2.5% |
| 1Y | +14.6% | +17.5% | -2.9% | -3.6% |
| 3Y | +47.2% | +76.9% | -29.8% | -20.5% |
| 5Y | +38.7% | +83.6% | -44.9% | -27.3% |
| All | +266.8% | +322.5% | -55.6% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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