+91.3%
QQQ vs SPG
+106.6%
-15.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -1.3% | -2.2% | +0.9% | -0.6% |
| 30D | -1.4% | -5.8% | +4.4% | +0.5% |
| 3M | +2.3% | -2.8% | +5.1% | +2.7% |
| 6M | +16.9% | +8.9% | +8.0% | +12.2% |
| YTD | +15.6% | +14.3% | +1.4% | +8.8% |
| 1Y | +22.6% | +19.5% | +3.1% | +13.0% |
| All | +91.3% | +106.6% | -15.4% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling