+552.9%
QQQ vs SAP
+175.6%
+377.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.4% |
| 7D | -1.3% | -5.1% | +3.9% | +1.1% |
| 30D | -1.4% | -1.8% | +0.4% | -0.8% |
| 3M | +2.3% | +20.9% | -18.7% | -7.6% |
| 6M | +16.9% | +7.0% | +9.9% | +10.8% |
| YTD | +15.6% | -13.7% | +29.4% | +20.4% |
| 1Y | +22.6% | -19.6% | +42.2% | +32.1% |
| 3Y | +93.5% | +52.4% | +41.1% | +44.5% |
| 5Y | +93.9% | +54.4% | +39.5% | +39.9% |
| All | +552.9% | +175.6% | +377.3% | +226.5% |
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