+83.3%
QQQ vs SPOT
+260.4%
-177.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.5% |
| 7D | +3.6% | +1.6% | +2.0% | +3.4% |
| 30D | -6.7% | +16.9% | -23.7% | -8.9% |
| 3M | -7.0% | +23.0% | -30.0% | -10.1% |
| 6M | -4.7% | +42.2% | -46.8% | -10.7% |
| YTD | +11.1% | +5.5% | +5.6% | +9.7% |
| 1Y | +12.3% | -5.1% | +17.3% | +13.5% |
| 3Y | +83.3% | +257.9% | -174.6% | +47.8% |
| All | +83.3% | +260.4% | -177.1% | +47.8% |
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