+93.9%
QQQ vs SPXU
-85.5%
+179.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -0.3% |
| 7D | -1.3% | +6.4% | -7.6% | +1.4% |
| 30D | -1.4% | +5.9% | -7.3% | +1.3% |
| 3M | +2.3% | -11.7% | +13.9% | -1.8% |
| 6M | +16.9% | -28.7% | +45.6% | +4.2% |
| YTD | +15.6% | -26.4% | +42.0% | +5.2% |
| 1Y | +22.6% | -35.2% | +57.9% | +6.9% |
| 3Y | +93.5% | -79.8% | +173.3% | +18.1% |
| 5Y | +93.9% | -86.1% | +180.0% | +26.3% |
| All | +93.9% | -85.5% | +179.5% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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