+90.5%
QQQ vs SN
+496.6%
-406.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -0.6% | -5.6% | +5.0% | +0.3% |
| 3M | +0.4% | +48.1% | -47.6% | -7.0% |
| 6M | +20.1% | +57.6% | -37.6% | +9.4% |
| YTD | +17.2% | +56.5% | -39.3% | +6.7% |
| 1Y | +24.7% | +52.6% | -27.9% | +13.6% |
| 3Y | +96.2% | +412.0% | -315.8% | +59.4% |
| All | +90.5% | +496.6% | -406.1% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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