+93.3%
QQQ vs SPOT
+235.3%
-141.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +1.0% | -6.5% | +7.5% | +2.1% |
| 30D | -0.6% | +2.2% | -2.8% | -1.1% |
| 3M | +1.3% | +5.4% | -4.1% | 0.0% |
| 6M | +18.1% | -4.0% | +22.2% | +18.2% |
| YTD | +16.9% | -9.9% | +26.8% | +18.2% |
| 1Y | +24.0% | -27.3% | +51.3% | +31.4% |
| All | +93.3% | +235.3% | -141.9% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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