+797.4%
QQEW vs SPY
+748.1%
+49.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -0.8% |
| 7D | -1.8% | +0.5% | -2.3% | -2.3% |
| 30D | -1.8% | -0.9% | -0.8% | -0.8% |
| 3M | +3.9% | +3.9% | 0.0% | +0.1% |
| 6M | +19.4% | +14.5% | +4.9% | +4.3% |
| YTD | +12.0% | +12.9% | -1.0% | -0.7% |
| 1Y | +16.8% | +19.4% | -2.6% | -2.1% |
| 3Y | +50.0% | +78.5% | -28.4% | -16.0% |
| 5Y | +39.6% | +81.8% | -42.1% | -22.3% |
| 10Y | +268.0% | +311.5% | -43.5% | -7.0% |
| All | +797.4% | +748.1% | +49.3% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling