+1,570.9%
QQQ vs SO
+1,952.0%
-381.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +0.4% | -0.2% | +0.5% | +0.4% |
| 30D | +0.2% | -4.6% | +4.8% | +1.6% |
| 3M | -2.8% | -3.0% | +0.2% | -2.2% |
| 6M | +18.0% | -8.3% | +26.2% | +20.4% |
| YTD | +17.3% | +3.5% | +13.8% | +15.3% |
| 1Y | +25.6% | -0.9% | +26.5% | +24.8% |
| 3Y | +93.7% | +45.4% | +48.4% | +67.7% |
| 5Y | +94.2% | +59.6% | +34.5% | +61.8% |
| 10Y | +557.9% | +156.6% | +401.2% | +361.0% |
| All | +1,570.9% | +1,952.0% | -381.0% | +936.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling