+77.5%
QQQ vs SO
+79.0%
-1.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | +3.6% | +1.4% | +2.3% | +3.5% |
| 30D | -6.7% | +4.7% | -11.4% | -7.1% |
| 3M | -7.0% | +1.7% | -8.7% | -7.2% |
| 6M | -4.7% | +2.2% | -6.8% | -5.0% |
| YTD | +11.1% | +10.0% | +1.1% | +9.3% |
| 1Y | +12.3% | +6.0% | +6.2% | +11.1% |
| 3Y | +83.3% | +54.1% | +29.2% | +61.0% |
| All | +77.5% | +79.0% | -1.5% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling