+25.6%
QQQ vs S
+10.1%
+15.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.4% | -7.7% | +8.1% | +1.3% |
| 30D | +0.2% | -5.3% | +5.6% | +0.6% |
| 3M | -2.8% | +20.3% | -23.1% | -5.3% |
| 6M | +18.0% | +47.4% | -29.4% | +11.3% |
| YTD | +17.3% | +32.5% | -15.2% | +12.1% |
| 1Y | +25.6% | +9.5% | +16.1% | +23.0% |
| All | +25.6% | +10.1% | +15.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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