+534.7%
QQQ vs SAP
+237.3%
+297.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | -6.7% | +6.5% | -13.3% | -9.6% |
| 3M | -7.0% | +12.2% | -19.3% | -12.2% |
| 6M | -4.7% | +46.1% | -50.7% | -21.9% |
| YTD | +11.1% | -1.6% | +12.7% | +8.6% |
| 1Y | +12.3% | -5.1% | +17.4% | +11.8% |
| 3Y | +83.3% | +68.4% | +15.0% | +30.8% |
| 5Y | +77.5% | +79.4% | -1.9% | +19.2% |
| All | +534.7% | +237.3% | +297.4% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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