+1,981.2%
QQQ vs SPYM
+824.3%
+1,157.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.5% |
| 7D | +1.5% | +0.6% | +0.9% | +0.9% |
| 30D | -0.6% | -0.9% | +0.3% | +0.3% |
| 3M | +0.4% | +3.9% | -3.5% | -3.1% |
| 6M | +20.1% | +14.5% | +5.5% | +5.3% |
| YTD | +17.2% | +13.0% | +4.2% | +4.3% |
| 1Y | +24.7% | +19.4% | +5.3% | +5.1% |
| 3Y | +96.2% | +78.9% | +17.3% | +12.6% |
| 5Y | +94.4% | +82.3% | +12.1% | +11.6% |
| 10Y | +556.7% | +314.7% | +242.0% | +82.5% |
| All | +1,981.2% | +824.3% | +1,157.0% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling