+11.3%
QQQ vs SO
+4.8%
+6.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.8% |
| 7D | +6.4% | -0.9% | +7.3% | +6.0% |
| 30D | -7.5% | +4.9% | -12.4% | -5.9% |
| 3M | -4.8% | +0.8% | -5.6% | -4.6% |
| 6M | -2.5% | +0.6% | -3.1% | -2.4% |
| YTD | +12.4% | +8.7% | +3.8% | +14.7% |
| 1Y | +11.3% | +4.0% | +7.4% | +14.7% |
| All | +11.3% | +4.8% | +6.5% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling