+558.6%
QQQ vs SO
+159.0%
+399.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -0.6% | -1.1% | +0.5% | -0.3% |
| 30D | -1.2% | -5.0% | +3.8% | +0.1% |
| 3M | -0.2% | -5.8% | +5.6% | +1.1% |
| 6M | +17.9% | -7.9% | +25.9% | +20.0% |
| YTD | +16.6% | +2.4% | +14.2% | +14.9% |
| 1Y | +23.0% | -2.3% | +25.2% | +22.6% |
| 3Y | +92.9% | +41.9% | +51.1% | +66.8% |
| 5Y | +95.6% | +58.1% | +37.5% | +61.2% |
| All | +558.6% | +159.0% | +399.6% | +382.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling