+92.9%
QQQ vs SPYM
+77.4%
+15.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | -0.2% |
| 7D | -0.6% | -0.8% | +0.2% | +0.4% |
| 30D | -1.2% | -1.1% | -0.1% | +0.2% |
| 3M | -0.2% | +3.9% | -4.1% | -4.8% |
| 6M | +17.9% | +13.6% | +4.3% | +0.7% |
| YTD | +16.6% | +12.7% | +3.9% | +0.7% |
| 1Y | +23.0% | +17.6% | +5.4% | +0.8% |
| 3Y | +92.9% | +77.2% | +15.7% | -4.2% |
| All | +92.9% | +77.4% | +15.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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