+94.5%
QQQ vs SPG
+104.0%
-9.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.7% |
| 7D | +1.0% | -1.7% | +2.6% | +1.7% |
| 30D | -0.6% | -6.3% | +5.6% | +2.1% |
| 3M | +1.3% | -2.4% | +3.7% | +1.8% |
| 6M | +18.1% | +9.6% | +8.5% | +12.3% |
| YTD | +16.9% | +14.2% | +2.7% | +8.7% |
| 1Y | +24.0% | +19.3% | +4.7% | +12.7% |
| 3Y | +95.6% | +106.7% | -11.1% | +33.0% |
| 5Y | +94.5% | +104.2% | -9.7% | +28.7% |
| All | +94.5% | +104.0% | -9.5% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling