+534.7%
QQQ vs SPG
+113.9%
+420.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +3.6% | +2.0% | +1.6% | +3.2% |
| 30D | -6.7% | +17.2% | -24.0% | -10.0% |
| 3M | -7.0% | +6.3% | -13.4% | -8.4% |
| 6M | -4.7% | +18.7% | -23.4% | -8.6% |
| YTD | +11.1% | +30.1% | -19.0% | +4.1% |
| 1Y | +12.3% | +32.8% | -20.5% | +4.7% |
| 3Y | +83.3% | +133.6% | -50.3% | +50.3% |
| 5Y | +77.5% | +84.4% | -6.9% | +50.2% |
| All | +534.7% | +113.9% | +420.8% | +452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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