+94.5%
QQQ vs SAP
+55.3%
+39.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -0.6% | +0.3% | -0.9% | -0.9% |
| 3M | +1.3% | +16.9% | -15.6% | -5.6% |
| 6M | +18.1% | +6.3% | +11.8% | +14.0% |
| YTD | +16.9% | -12.4% | +29.3% | +22.5% |
| 1Y | +24.0% | -21.6% | +45.6% | +37.5% |
| 3Y | +95.6% | +54.8% | +40.8% | +42.3% |
| 5Y | +94.5% | +56.2% | +38.3% | +30.9% |
| All | +94.5% | +55.3% | +39.2% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling