+4.3%
QQQ vs SNY
+1.8%
+2.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.2% | -5.3% | -6.5% |
| 7D | -9.5% | +8.8% | -18.3% | -9.1% |
| 30D | -14.8% | +18.6% | -33.4% | -14.2% |
| 3M | -9.7% | +9.7% | -19.4% | -9.0% |
| 6M | -4.9% | +8.2% | -13.1% | -4.3% |
| YTD | +5.7% | +2.2% | +3.5% | +7.0% |
| 1Y | +4.3% | +1.0% | +3.3% | +5.9% |
| All | +4.3% | +1.8% | +2.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling