+879.9%
QQQ vs SPYG
+559.2%
+320.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +1.0% | +0.3% | +0.7% | +0.7% |
| 30D | -0.6% | -1.7% | +1.1% | +1.1% |
| 3M | +1.3% | +3.6% | -2.3% | -2.1% |
| 6M | +18.1% | +16.6% | +1.5% | +1.6% |
| YTD | +16.9% | +13.4% | +3.5% | +3.3% |
| 1Y | +24.0% | +19.6% | +4.4% | +4.0% |
| 3Y | +95.6% | +99.8% | -4.1% | -1.3% |
| 5Y | +94.5% | +85.0% | +9.6% | +6.8% |
| 10Y | +571.7% | +422.1% | +149.6% | +37.0% |
| All | +879.9% | +559.2% | +320.7% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling