+93.9%
QQQ vs SPYM
+80.5%
+13.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.3% |
| 7D | -1.3% | -2.0% | +0.7% | +1.3% |
| 30D | -1.4% | -1.6% | +0.3% | +0.8% |
| 3M | +2.3% | +4.7% | -2.5% | -3.4% |
| 6M | +16.9% | +12.6% | +4.3% | +0.9% |
| YTD | +15.6% | +11.8% | +3.8% | +0.8% |
| 1Y | +22.6% | +17.5% | +5.1% | +0.4% |
| 3Y | +93.5% | +77.0% | +16.6% | -5.2% |
| 5Y | +93.9% | +82.6% | +11.3% | -6.2% |
| All | +93.9% | +80.5% | +13.5% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling