+94.5%
QQQ vs S
-71.9%
+166.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | +1.3% | +27.6% | -26.2% | -4.3% |
| 6M | +18.1% | +35.5% | -17.3% | +9.4% |
| YTD | +16.9% | +29.6% | -12.7% | +8.8% |
| 1Y | +24.0% | +8.1% | +15.9% | +19.2% |
| 3Y | +95.6% | +14.8% | +80.9% | +78.4% |
| 5Y | +94.5% | -70.6% | +165.1% | +106.8% |
| All | +94.5% | -71.9% | +166.4% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling