+1,570.9%
QQQ vs SAP
+1,092.2%
+478.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +0.4% | -2.9% | +3.3% | +1.6% |
| 30D | +0.2% | +9.0% | -8.8% | -3.8% |
| 3M | -2.8% | +14.9% | -17.8% | -10.3% |
| 6M | +18.0% | +11.9% | +6.1% | +9.0% |
| YTD | +17.3% | -9.9% | +27.2% | +18.2% |
| 1Y | +25.6% | -19.5% | +45.1% | +33.0% |
| 3Y | +93.7% | +61.8% | +31.9% | +46.0% |
| 5Y | +94.2% | +56.2% | +38.0% | +47.0% |
| 10Y | +557.9% | +180.6% | +377.2% | +266.9% |
| All | +1,570.9% | +1,092.2% | +478.8% | +309.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling