+381.7%
QQQ vs SPOT
+218.6%
+163.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.6% |
| 7D | +1.5% | -2.9% | +4.4% | +2.2% |
| 30D | -0.6% | +8.3% | -8.9% | -3.0% |
| 3M | +0.4% | +5.1% | -4.6% | -1.5% |
| 6M | +20.1% | -6.5% | +26.5% | +20.3% |
| YTD | +17.2% | -9.0% | +26.2% | +17.3% |
| 1Y | +24.7% | -26.4% | +51.1% | +32.0% |
| 3Y | +96.2% | +240.0% | -143.9% | +28.7% |
| 5Y | +94.4% | +111.7% | -17.3% | +35.0% |
| All | +381.7% | +218.6% | +163.0% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling