+79.6%
QQQ vs S
-70.0%
+149.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +5.9% | +0.9% |
| 7D | +6.4% | +4.1% | +2.3% | +5.4% |
| 30D | -7.5% | -7.2% | -0.3% | -6.3% |
| 3M | -4.8% | 0.0% | -4.8% | -5.8% |
| 6M | -2.5% | +41.6% | -44.1% | -10.7% |
| YTD | +12.4% | +48.6% | -36.2% | +1.0% |
| 1Y | +11.3% | +30.0% | -18.7% | +2.5% |
| 3Y | +85.0% | +42.2% | +42.8% | +60.3% |
| 5Y | +79.6% | -70.8% | +150.4% | +96.2% |
| All | +79.6% | -70.0% | +149.7% | +96.2% |
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 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