+3,314.0%
QQQ vs SNY
+241.9%
+3,072.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -0.6% | -3.3% | +2.8% | +0.7% |
| 30D | -1.2% | -2.2% | +0.9% | -0.5% |
| 3M | -0.2% | -3.0% | +2.8% | +0.5% |
| 6M | +17.9% | +2.7% | +15.2% | +15.8% |
| YTD | +16.6% | -6.8% | +23.5% | +18.6% |
| 1Y | +23.0% | -5.3% | +28.2% | +23.8% |
| 3Y | +92.9% | -9.8% | +102.7% | +90.5% |
| 5Y | +95.6% | +9.7% | +85.9% | +73.8% |
| 10Y | +570.4% | +64.5% | +505.9% | +389.2% |
| All | +3,314.0% | +241.9% | +3,072.1% | +1,469.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling