+542.4%
QQQ vs SO
+193.6%
+348.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.1% |
| 7D | +6.4% | -0.9% | +7.3% | +6.6% |
| 30D | -7.5% | +4.9% | -12.4% | -8.7% |
| 3M | -4.8% | +0.8% | -5.6% | -5.2% |
| 6M | -2.5% | +0.6% | -3.1% | -3.1% |
| YTD | +12.4% | +8.7% | +3.8% | +8.9% |
| 1Y | +11.3% | +4.0% | +7.4% | +9.2% |
| 3Y | +85.0% | +50.6% | +34.4% | +57.3% |
| 5Y | +79.6% | +77.5% | +2.2% | +42.5% |
| All | +542.4% | +193.6% | +348.8% | +355.0% |
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