+108.2%
QQQ vs S
-57.7%
+166.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +1.0% | -1.2% | +2.2% | +1.2% |
| 30D | -0.6% | -12.6% | +11.9% | +1.6% |
| 3M | +1.3% | +27.6% | -26.2% | -4.1% |
| 6M | +18.1% | +35.5% | -17.3% | +9.7% |
| YTD | +16.9% | +29.6% | -12.7% | +9.1% |
| 1Y | +24.0% | +8.1% | +15.9% | +19.4% |
| 3Y | +95.6% | +14.8% | +80.9% | +79.3% |
| 5Y | +94.5% | -70.6% | +165.1% | +102.3% |
| All | +108.2% | -57.7% | +166.0% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling