+558.6%
QQQ vs SPYG
+424.6%
+134.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | 0.0% |
| 7D | -0.6% | -0.9% | +0.3% | +0.4% |
| 30D | -1.2% | -1.5% | +0.3% | +0.4% |
| 3M | -0.2% | +3.7% | -3.9% | -3.9% |
| 6M | +17.9% | +16.4% | +1.5% | +0.5% |
| YTD | +16.6% | +13.3% | +3.3% | +2.3% |
| 1Y | +23.0% | +17.9% | +5.1% | +3.4% |
| 3Y | +92.9% | +98.3% | -5.4% | -7.0% |
| 5Y | +95.6% | +86.4% | +9.2% | +1.2% |
| All | +558.6% | +424.6% | +134.0% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling