+625.1%
QQQ vs SPMO
+575.0%
+50.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.0% | +2.7% | -1.7% | -1.4% |
| 30D | -0.6% | +1.1% | -1.7% | -1.7% |
| 3M | +1.3% | +2.0% | -0.7% | -1.5% |
| 6M | +18.1% | +26.5% | -8.4% | -6.5% |
| YTD | +16.9% | +26.5% | -9.6% | -7.5% |
| 1Y | +24.0% | +27.9% | -3.9% | -2.8% |
| 3Y | +95.6% | +160.4% | -64.8% | -21.4% |
| 5Y | +94.5% | +151.5% | -57.0% | -19.0% |
| 10Y | +571.7% | +526.3% | +45.4% | +56.2% |
| All | +625.1% | +575.0% | +50.1% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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