+80.5%
QQQ vs SN
+671.3%
-590.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.7% |
| 7D | +3.6% | +1.5% | +2.1% | +3.3% |
| 30D | -6.7% | +21.5% | -28.2% | -10.0% |
| 3M | -7.0% | +20.0% | -27.1% | -10.3% |
| 6M | -4.7% | +119.9% | -124.6% | -18.1% |
| YTD | +11.1% | +102.3% | -91.3% | -3.7% |
| 1Y | +12.3% | +148.0% | -135.7% | -6.4% |
| 3Y | +83.3% | +450.0% | -366.7% | +42.2% |
| All | +80.5% | +671.3% | -590.8% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling